+5,453.2%
AGI vs BIIB
+534.7%
+4,918.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +2.2% | -5.4% | +7.6% | +2.7% |
| 30D | +11.3% | +1.7% | +9.5% | +11.1% |
| 3M | +5.6% | +5.8% | -0.2% | +5.0% |
| 6M | -27.7% | +11.9% | -39.6% | -28.5% |
| YTD | -4.1% | +19.7% | -23.8% | -5.8% |
| 1Y | +13.8% | +46.7% | -33.0% | +9.8% |
| 3Y | +217.0% | -18.6% | +235.7% | +219.5% |
| 5Y | +404.3% | -29.8% | +434.1% | +408.8% |
| 10Y | +400.5% | -28.8% | +429.3% | +389.0% |
| All | +5,453.2% | +534.7% | +4,918.4% | +4,981.2% |
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