+8,003.8%
ADP vs BIIB
+7,261.0%
+742.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.9% |
| 7D | -3.4% | +1.1% | -4.5% | -3.5% |
| 30D | +2.8% | +6.9% | -4.1% | +2.1% |
| 3M | +20.9% | +12.4% | +8.5% | +19.5% |
| 6M | +29.9% | +16.3% | +13.6% | +27.8% |
| YTD | +9.6% | +25.5% | -15.8% | +7.0% |
| 1Y | -5.3% | +57.8% | -63.1% | -9.6% |
| 3Y | +16.5% | -17.3% | +33.8% | +17.2% |
| 5Y | +49.4% | -33.8% | +83.2% | +52.0% |
| 10Y | +282.2% | -29.6% | +311.8% | +272.4% |
| All | +8,003.8% | +7,261.0% | +742.8% | +5,594.8% |
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 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