+358.0%
ALL vs BIIB
-26.8%
+384.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | -4.3% | -4.0% | -0.3% | -3.9% |
| 30D | -3.6% | +5.7% | -9.2% | -4.2% |
| 3M | +13.2% | +10.9% | +2.3% | +11.8% |
| 6M | +22.5% | +14.3% | +8.2% | +20.4% |
| YTD | +22.7% | +22.4% | +0.3% | +19.6% |
| 1Y | +28.3% | +51.1% | -22.8% | +22.1% |
| 3Y | +152.0% | -16.8% | +168.9% | +153.0% |
| 5Y | +115.4% | -28.1% | +143.6% | +116.8% |
| All | +358.0% | -26.8% | +384.8% | +351.4% |
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