+63.1%
ADM vs BIIB
-34.0%
+97.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.6% | +0.5% |
| 7D | -0.1% | -1.6% | +1.6% | +0.2% |
| 30D | +11.0% | +2.2% | +8.8% | +10.5% |
| 3M | +6.0% | +10.3% | -4.3% | +3.8% |
| 6M | +26.9% | +14.9% | +12.0% | +23.2% |
| YTD | +50.0% | +20.7% | +29.3% | +43.8% |
| 1Y | +39.6% | +50.3% | -10.7% | +28.2% |
| 3Y | +18.5% | -18.0% | +36.5% | +18.2% |
| All | +63.1% | -34.0% | +97.1% | +79.1% |
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 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