-27.3%
AKAM vs BIIB
+1,067.0%
-1,094.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.1% | +1.6% |
| 7D | -0.8% | -1.6% | +0.8% | -0.3% |
| 30D | -4.5% | +2.2% | -6.7% | -5.3% |
| 3M | -25.6% | +10.3% | -35.9% | -28.7% |
| 6M | +5.7% | +14.9% | -9.2% | -0.3% |
| YTD | +21.0% | +20.7% | +0.3% | +12.0% |
| 1Y | +33.9% | +50.3% | -16.4% | +14.6% |
| 3Y | +0.9% | -18.0% | +18.8% | +3.6% |
| 5Y | -6.9% | -33.9% | +27.1% | -1.5% |
| 10Y | +97.4% | -30.9% | +128.3% | +65.8% |
| All | -27.3% | +1,067.0% | -1,094.3% | -83.1% |
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