+1,162.1%
AMAT vs BIIB
-14.6%
+1,176.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.8% |
| 7D | -14.7% | -2.1% | -12.6% | -14.2% |
| 30D | -36.1% | +11.8% | -47.9% | -37.8% |
| 3M | -36.9% | +20.4% | -57.3% | -39.7% |
| 6M | -22.2% | +30.2% | -52.4% | -27.5% |
| YTD | +29.9% | +41.1% | -11.2% | +18.2% |
| 1Y | +43.3% | +58.4% | -15.2% | +26.7% |
| 3Y | +142.7% | -0.1% | +142.8% | +134.7% |
| 5Y | +126.2% | -10.9% | +137.1% | +120.6% |
| All | +1,162.1% | -14.6% | +1,176.6% | +1,018.4% |
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