-98.7%
AMC vs BIIB
-18.3%
-80.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +7.9% |
| 7D | +6.6% | +2.4% | +4.2% | +6.3% |
| 30D | +14.1% | +12.9% | +1.2% | +12.1% |
| 3M | +31.3% | +22.6% | +8.7% | +27.5% |
| 6M | +126.7% | +31.7% | +94.9% | +116.8% |
| YTD | +117.9% | +44.8% | +73.1% | +105.4% |
| 1Y | +41.1% | +63.9% | -22.8% | +30.6% |
| 3Y | -61.0% | +13.5% | -74.4% | -62.2% |
| 5Y | -99.1% | -5.6% | -93.5% | -99.2% |
| 10Y | -98.7% | -20.3% | -78.4% | -98.8% |
| All | -98.7% | -18.3% | -80.4% | -98.8% |
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