+23.5%
ADM vs BIIB
-5.0%
+28.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.3% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -11.8% | +10.5% | -22.3% | -13.2% |
| 3M | -11.3% | +24.3% | -35.6% | -14.5% |
| 6M | -10.0% | +28.0% | -38.0% | -14.0% |
| YTD | +25.9% | +44.0% | -18.1% | +17.3% |
| 1Y | +26.7% | +58.8% | -32.2% | +15.9% |
| 3Y | +8.1% | +12.7% | -4.6% | +2.7% |
| 5Y | +23.5% | -4.9% | +28.4% | +19.5% |
| All | +23.5% | -5.0% | +28.5% | +19.5% |
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