+153.2%
AMAT vs BIIB
-7.5%
+160.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.3% |
| 7D | +19.3% | +2.7% | +16.6% | +18.6% |
| 30D | -17.9% | +9.4% | -27.4% | -19.8% |
| 3M | -30.4% | +19.9% | -50.3% | -33.9% |
| 6M | -11.4% | +25.6% | -37.1% | -17.6% |
| YTD | +48.8% | +42.3% | +6.4% | +32.4% |
| 1Y | +66.0% | +55.1% | +10.9% | +43.7% |
| 3Y | +158.8% | +11.4% | +147.4% | +140.6% |
| 5Y | +153.2% | -7.4% | +160.6% | +134.5% |
| All | +153.2% | -7.5% | +160.6% | +134.5% |
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