+114.8%
ALL vs BIIB
-35.6%
+150.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -1.9% |
| 7D | -1.7% | -1.6% | -0.1% | -1.5% |
| 30D | -4.7% | +2.2% | -6.9% | -4.9% |
| 3M | +18.4% | +10.3% | +8.0% | +16.8% |
| 6M | +20.5% | +14.9% | +5.6% | +18.1% |
| YTD | +23.5% | +20.7% | +2.8% | +20.1% |
| 1Y | +29.0% | +50.3% | -21.4% | +21.8% |
| 3Y | +153.7% | -18.0% | +171.7% | +154.7% |
| 5Y | +114.8% | -33.9% | +148.7% | +118.4% |
| All | +114.8% | -35.6% | +150.4% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling