-10.9%
ADM vs BIIB
+27.1%
-38.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.6% | +2.7% |
| 7D | +4.2% | +2.0% | +2.2% | +4.1% |
| 30D | -12.8% | +8.8% | -21.7% | -12.8% |
| 3M | -8.5% | +20.3% | -28.8% | -8.6% |
| 6M | -10.9% | +23.9% | -34.8% | -11.8% |
| All | -10.9% | +27.1% | -38.0% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling