+148.0%
ADBE vs BIIB
-26.8%
+174.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.9% |
| 7D | -12.9% | -4.0% | -8.9% | -12.1% |
| 30D | -5.6% | +5.7% | -11.3% | -6.8% |
| 3M | +6.6% | +10.9% | -4.3% | +4.1% |
| 6M | -9.6% | +14.3% | -23.9% | -12.6% |
| YTD | -28.9% | +22.4% | -51.3% | -32.5% |
| 1Y | -28.9% | +51.1% | -80.0% | -35.8% |
| 3Y | -55.6% | -16.8% | -38.8% | -54.9% |
| 5Y | -62.2% | -28.1% | -34.1% | -61.2% |
| All | +148.0% | -26.8% | +174.8% | +141.1% |
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