+102,509.9%
AMAT vs BIIB
+8,178.3%
+94,331.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.9% |
| 7D | -14.7% | -2.1% | -12.6% | -14.3% |
| 30D | -36.1% | +11.8% | -47.9% | -37.4% |
| 3M | -36.9% | +20.4% | -57.3% | -39.1% |
| 6M | -22.2% | +30.2% | -52.4% | -26.4% |
| YTD | +29.9% | +41.1% | -11.2% | +20.8% |
| 1Y | +43.3% | +58.4% | -15.2% | +30.4% |
| 3Y | +142.7% | -0.1% | +142.8% | +137.3% |
| 5Y | +126.2% | -10.9% | +137.1% | +122.9% |
| 10Y | +1,211.7% | -10.3% | +1,222.1% | +1,107.9% |
| All | +102,509.9% | +8,178.3% | +94,331.6% | +45,971.8% |
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 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