+59.1%
ACWI vs BIIB
-7.5%
+66.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.5% |
| 7D | +2.4% | +2.0% | +0.4% | +2.1% |
| 30D | -1.7% | +8.8% | -10.5% | -3.1% |
| 3M | -3.9% | +20.3% | -24.2% | -7.0% |
| 6M | +0.8% | +23.9% | -23.1% | -3.3% |
| YTD | +11.0% | +44.0% | -32.9% | +3.2% |
| 1Y | +13.1% | +53.8% | -40.7% | +3.7% |
| 3Y | +73.9% | +13.8% | +60.0% | +65.6% |
| All | +59.1% | -7.5% | +66.6% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling