+371.6%
ALL vs BIIB
-20.7%
+392.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +5.0% | +2.0% | +3.0% | +4.8% |
| 30D | +13.3% | +8.8% | +4.5% | +12.3% |
| 3M | +3.2% | +20.3% | -17.1% | +1.1% |
| 6M | +25.3% | +23.9% | +1.5% | +22.2% |
| YTD | +30.5% | +44.0% | -13.5% | +24.9% |
| 1Y | +29.2% | +53.8% | -24.6% | +22.8% |
| 3Y | +119.1% | +13.8% | +105.3% | +112.6% |
| 5Y | +162.6% | -6.3% | +168.9% | +157.1% |
| All | +371.6% | -20.7% | +392.4% | +354.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling