+1,555.0%
ADM vs BIIB
+7,261.0%
-5,706.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +3.8% | +1.1% | +2.7% | +3.7% |
| 30D | +9.8% | +6.9% | +2.9% | +9.2% |
| 3M | +2.1% | +12.4% | -10.3% | +1.1% |
| 6M | +27.5% | +16.3% | +11.2% | +25.8% |
| YTD | +50.2% | +25.5% | +24.7% | +47.2% |
| 1Y | +40.6% | +57.8% | -17.2% | +35.3% |
| 3Y | +17.2% | -17.3% | +34.6% | +17.9% |
| 5Y | +61.9% | -33.8% | +95.7% | +64.0% |
| 10Y | +159.3% | -29.6% | +188.9% | +153.3% |
| All | +1,555.0% | +7,261.0% | -5,706.0% | +1,225.6% |
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