+3,754.3%
ALL vs BIIB
+28,860.0%
-25,105.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.6% | -0.4% | -2.1% | -2.5% |
| 30D | +12.7% | +10.5% | +2.3% | +11.5% |
| 3M | +0.4% | +24.3% | -23.9% | -1.9% |
| 6M | +23.8% | +28.0% | -4.2% | +20.3% |
| YTD | +27.8% | +44.0% | -16.2% | +22.5% |
| 1Y | +28.9% | +58.8% | -29.9% | +22.2% |
| 3Y | +113.9% | +12.7% | +101.1% | +108.3% |
| 5Y | +157.4% | -4.9% | +162.3% | +152.2% |
| 10Y | +369.0% | -20.6% | +389.6% | +346.2% |
| All | +3,754.3% | +28,860.0% | -25,105.7% | +2,136.9% |
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