+18.5%
ADM vs BIIB
-19.0%
+37.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.6% | +0.6% |
| 7D | -0.1% | -1.6% | +1.6% | +0.2% |
| 30D | +11.0% | +2.2% | +8.8% | +10.4% |
| 3M | +6.0% | +10.3% | -4.3% | +3.3% |
| 6M | +26.9% | +14.9% | +12.0% | +22.3% |
| YTD | +50.0% | +20.7% | +29.3% | +42.0% |
| 1Y | +39.6% | +50.3% | -10.7% | +24.2% |
| 3Y | +18.5% | -18.0% | +36.5% | +19.2% |
| All | +18.5% | -19.0% | +37.5% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling