+133.7%
AFL vs BIIB
-28.1%
+161.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.6% | -1.7% | 0.0% | -1.4% |
| 30D | -4.0% | +4.0% | -8.0% | -4.6% |
| 3M | -0.5% | +8.6% | -9.1% | -1.9% |
| 6M | +6.5% | +14.0% | -7.5% | +4.0% |
| YTD | +6.2% | +23.4% | -17.2% | +2.2% |
| 1Y | +8.3% | +45.9% | -37.6% | +1.3% |
| 3Y | +62.5% | -16.1% | +78.7% | +62.7% |
| All | +133.7% | -28.1% | +161.8% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling