+140,133.4%
AMAT vs BIIB
+7,261.0%
+132,872.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +4.6% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | -14.8% | +6.9% | -21.7% | -15.9% |
| 3M | -9.3% | +12.4% | -21.7% | -11.6% |
| 6M | +27.4% | +16.3% | +11.1% | +23.1% |
| YTD | +77.6% | +25.5% | +52.1% | +68.9% |
| 1Y | +188.9% | +57.8% | +131.1% | +163.5% |
| 3Y | +202.3% | -17.3% | +219.6% | +206.2% |
| 5Y | +248.9% | -33.8% | +282.7% | +262.3% |
| 10Y | +1,585.2% | -29.6% | +1,614.8% | +1,520.3% |
| All | +140,133.4% | +7,261.0% | +132,872.4% | +64,325.0% |
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