+4,715.7%
ACGL vs BIIB
+18,436.0%
-13,720.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.6% |
| 7D | -1.1% | +2.4% | -3.4% | -1.3% |
| 30D | +13.1% | +12.9% | +0.2% | +12.1% |
| 3M | +9.8% | +22.6% | -12.8% | +8.1% |
| 6M | +15.3% | +31.7% | -16.5% | +12.8% |
| YTD | +12.7% | +44.8% | -32.1% | +9.4% |
| 1Y | +20.7% | +63.9% | -43.2% | +16.0% |
| 3Y | +34.3% | +13.5% | +20.8% | +31.8% |
| 5Y | +170.6% | -5.6% | +176.2% | +167.0% |
| 10Y | +330.6% | -20.3% | +350.9% | +317.6% |
| All | +4,715.7% | +18,436.0% | -13,720.3% | +3,983.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling