+1,416.2%
AMAT vs BIIB
-20.7%
+1,437.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.0% |
| 7D | +7.0% | -0.4% | +7.4% | +7.2% |
| 30D | -20.6% | +10.5% | -31.0% | -22.4% |
| 3M | -24.8% | +24.3% | -49.0% | -28.6% |
| 6M | -10.7% | +28.0% | -38.7% | -16.5% |
| YTD | +54.3% | +44.0% | +10.3% | +39.6% |
| 1Y | +73.7% | +58.8% | +14.9% | +53.5% |
| 3Y | +168.4% | +12.7% | +155.7% | +152.8% |
| 5Y | +167.6% | -4.9% | +172.5% | +157.5% |
| All | +1,416.2% | -20.7% | +1,437.0% | +1,224.8% |
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