+4,269.4%
ACGL vs BIIB
+15,960.4%
-11,691.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | -0.7% | +1.1% | -1.8% | -0.8% |
| 30D | -1.0% | +6.9% | -7.9% | -1.5% |
| 3M | +11.0% | +12.4% | -1.4% | +10.0% |
| 6M | -0.3% | +16.3% | -16.6% | -1.6% |
| YTD | +2.3% | +25.5% | -23.2% | +0.3% |
| 1Y | +6.4% | +57.8% | -51.4% | +2.5% |
| 3Y | +34.0% | -17.3% | +51.3% | +34.5% |
| 5Y | +161.6% | -33.8% | +195.4% | +164.5% |
| 10Y | +278.6% | -29.6% | +308.2% | +270.6% |
| All | +4,269.4% | +15,960.4% | -11,691.0% | +3,645.5% |
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