-56.0%
AFRM vs BIIB
-7.5%
-48.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.7% |
| 7D | -4.4% | +2.0% | -6.4% | -5.3% |
| 30D | -7.7% | +8.8% | -16.5% | -11.4% |
| 3M | -16.9% | +20.3% | -37.2% | -24.1% |
| 6M | +2.5% | +23.9% | -21.4% | -9.5% |
| YTD | -12.5% | +44.0% | -56.5% | -30.5% |
| 1Y | -11.0% | +53.8% | -64.9% | -32.3% |
| 3Y | +184.6% | +13.8% | +170.7% | +157.2% |
| All | -56.0% | -7.5% | -48.5% | -52.6% |
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