+439.9%
AG vs BIIB
+318.5%
+121.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.7% | -0.4% |
| 7D | +4.5% | -1.6% | +6.1% | +4.8% |
| 30D | +12.9% | +2.2% | +10.7% | +12.5% |
| 3M | +20.9% | +10.3% | +10.6% | +18.5% |
| 6M | -19.5% | +14.9% | -34.5% | -22.0% |
| YTD | +24.8% | +20.7% | +4.0% | +19.5% |
| 1Y | +120.2% | +50.3% | +69.9% | +101.7% |
| 3Y | +279.0% | -18.0% | +297.0% | +285.9% |
| 5Y | +67.9% | -33.9% | +101.8% | +74.6% |
| 10Y | +57.5% | -30.9% | +88.4% | +47.4% |
| All | +439.9% | +318.5% | +121.4% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling