+222.2%
ACWI vs BIIB
-18.3%
+240.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.2% |
| 7D | +0.3% | +2.4% | -2.0% | 0.0% |
| 30D | -2.8% | +12.9% | -15.7% | -4.5% |
| 3M | -3.2% | +22.6% | -25.7% | -6.0% |
| 6M | +1.3% | +31.7% | -30.5% | -3.0% |
| YTD | +11.2% | +44.8% | -33.6% | +4.7% |
| 1Y | +13.8% | +63.9% | -50.1% | +5.1% |
| 3Y | +76.2% | +13.5% | +62.7% | +69.6% |
| 5Y | +59.5% | -5.6% | +65.1% | +55.3% |
| 10Y | +222.2% | -20.3% | +242.5% | +199.6% |
| All | +222.2% | -18.3% | +240.5% | +199.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling