+1,288.2%
ADM vs BIIB
+8,249.3%
-6,961.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | +0.7% | +2.7% | -2.0% | +0.5% |
| 30D | -14.7% | +9.4% | -24.1% | -15.3% |
| 3M | -10.4% | +19.9% | -30.3% | -11.7% |
| 6M | -10.9% | +25.6% | -36.6% | -12.6% |
| YTD | +26.0% | +42.3% | -16.3% | +22.2% |
| 1Y | +26.5% | +55.1% | -28.6% | +21.9% |
| 3Y | +8.2% | +11.4% | -3.2% | +6.4% |
| 5Y | +24.0% | -7.4% | +31.4% | +22.6% |
| 10Y | +128.4% | -21.5% | +149.9% | +121.3% |
| All | +1,288.2% | +8,249.3% | -6,961.1% | +1,000.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling