+1,321.9%
AMAT vs BIIB
-20.7%
+1,342.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.0% |
| 7D | +11.4% | +2.0% | +9.3% | +10.9% |
| 30D | -17.0% | +8.8% | -25.9% | -18.7% |
| 3M | -30.6% | +20.3% | -50.9% | -33.7% |
| 6M | -14.9% | +23.9% | -38.8% | -19.8% |
| YTD | +44.7% | +44.0% | +0.7% | +30.9% |
| 1Y | +66.9% | +53.8% | +13.1% | +48.6% |
| 3Y | +153.3% | +13.8% | +139.5% | +138.0% |
| 5Y | +146.2% | -6.3% | +152.5% | +137.7% |
| All | +1,321.9% | -20.7% | +1,342.7% | +1,142.3% |
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