+628.3%
AGNC vs BIIB
+249.7%
+378.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -4.7% | -1.7% | -3.0% | -4.5% |
| 30D | -5.7% | +4.0% | -9.6% | -6.2% |
| 3M | +1.9% | +8.6% | -6.7% | +0.5% |
| 6M | +1.8% | +14.0% | -12.2% | -0.4% |
| YTD | +3.4% | +23.4% | -19.9% | -0.1% |
| 1Y | +13.6% | +45.9% | -32.3% | +7.1% |
| 3Y | +60.4% | -16.1% | +76.5% | +61.4% |
| 5Y | +27.0% | -27.6% | +54.5% | +28.4% |
| 10Y | +83.1% | -26.7% | +109.8% | +73.0% |
| All | +628.3% | +249.7% | +378.6% | +285.1% |
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 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