+55.0%
ACWI vs BIIB
-11.1%
+66.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.3% |
| 7D | -2.4% | -2.1% | -0.3% | -2.0% |
| 30D | -5.2% | +11.8% | -17.0% | -7.0% |
| 3M | -4.8% | +20.4% | -25.2% | -7.9% |
| 6M | -1.3% | +30.2% | -31.6% | -6.2% |
| YTD | +8.4% | +41.1% | -32.7% | +1.1% |
| 1Y | +11.0% | +58.4% | -47.4% | +1.2% |
| 3Y | +70.6% | -0.1% | +70.7% | +66.4% |
| All | +55.0% | -11.1% | +66.2% | +54.9% |
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