-2.9%
ADSK vs BIIB
-16.5%
+13.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.5% | -1.7% | -0.9% | -2.2% |
| 30D | -14.9% | +4.0% | -18.8% | -15.5% |
| 3M | +3.3% | +8.6% | -5.3% | +1.6% |
| 6M | -15.7% | +14.0% | -29.7% | -18.2% |
| YTD | -28.2% | +23.4% | -51.6% | -31.8% |
| 1Y | -34.5% | +45.9% | -80.4% | -40.3% |
| 3Y | -2.9% | -16.1% | +13.2% | -0.2% |
| All | -2.9% | -16.5% | +13.6% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling