-29.4%
AFRM vs BIIB
-5.5%
-23.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.1% |
| 7D | -7.5% | +2.4% | -9.9% | -8.3% |
| 30D | -15.7% | +12.9% | -28.6% | -19.6% |
| 3M | -9.6% | +22.6% | -32.2% | -16.4% |
| 6M | +6.3% | +31.7% | -25.5% | -5.8% |
| YTD | -8.6% | +44.8% | -53.4% | -23.3% |
| 1Y | -7.6% | +63.9% | -71.5% | -26.9% |
| 3Y | +173.7% | +13.5% | +160.2% | +151.4% |
| 5Y | -56.9% | -5.6% | -51.3% | -59.4% |
| All | -29.4% | -5.5% | -23.9% | -37.9% |
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