-25.2%
AFRM vs BIIB
-21.2%
-4.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +1.0% |
| 7D | +3.1% | -1.6% | +4.7% | +3.7% |
| 30D | -4.2% | +2.2% | -6.4% | -4.9% |
| 3M | +10.1% | +10.3% | -0.2% | +5.1% |
| 6M | +39.4% | +14.9% | +24.5% | +29.8% |
| YTD | -3.2% | +20.7% | -23.9% | -12.9% |
| 1Y | -16.1% | +50.3% | -66.4% | -32.2% |
| 3Y | +220.8% | -18.0% | +238.7% | +238.1% |
| 5Y | -17.7% | -33.9% | +16.3% | -15.9% |
| All | -25.2% | -21.2% | -4.0% | -29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling