+1.9%
AKAM vs BIIB
-16.5%
+18.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +1.5% | -1.7% | +3.2% | +1.9% |
| 30D | -13.0% | +4.0% | -17.0% | -14.0% |
| 3M | -19.4% | +8.6% | -28.0% | -21.8% |
| 6M | +0.3% | +14.0% | -13.7% | -4.3% |
| YTD | +22.4% | +23.4% | -1.0% | +14.0% |
| 1Y | +34.8% | +45.9% | -11.1% | +19.6% |
| 3Y | +1.9% | -16.1% | +18.1% | -2.1% |
| All | +1.9% | -16.5% | +18.5% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling