+14.1%
AGG vs BIIB
-26.2%
+40.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -1.1% | -1.7% | +0.6% | -1.0% |
| 30D | -1.1% | +4.0% | -5.1% | -1.2% |
| 3M | -1.9% | +8.6% | -10.5% | -2.1% |
| 6M | -1.7% | +14.0% | -15.7% | -1.9% |
| YTD | -1.3% | +23.4% | -24.7% | -1.6% |
| 1Y | -0.7% | +45.9% | -46.6% | -1.3% |
| 3Y | +12.5% | -16.1% | +28.6% | +12.4% |
| 5Y | -2.5% | -27.6% | +25.1% | -2.7% |
| All | +14.1% | -26.2% | +40.3% | +14.3% |
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