+26.4%
AGNC vs BIIB
-28.1%
+54.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -4.7% | -1.7% | -3.0% | -4.4% |
| 30D | -5.7% | +4.0% | -9.6% | -6.4% |
| 3M | +1.9% | +8.6% | -6.7% | -0.1% |
| 6M | +1.8% | +14.0% | -12.2% | -1.4% |
| YTD | +3.4% | +23.4% | -19.9% | -1.7% |
| 1Y | +13.6% | +45.9% | -32.3% | +3.9% |
| 3Y | +60.4% | -16.1% | +76.5% | +59.9% |
| All | +26.4% | -28.1% | +54.5% | +22.1% |
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