-97.5%
AMC vs BIIB
-6.9%
-90.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | +14.0% | +10.5% | +3.5% | +12.3% |
| 3M | +42.5% | +24.3% | +18.2% | +38.0% |
| 6M | +142.6% | +28.0% | +114.5% | +132.7% |
| YTD | +119.2% | +44.0% | +75.2% | +106.3% |
| 1Y | +40.7% | +58.8% | -18.1% | +30.5% |
| 3Y | -57.3% | +12.7% | -70.0% | -58.6% |
| 5Y | -99.1% | -4.9% | -94.2% | -99.2% |
| 10Y | -98.7% | -20.6% | -78.1% | -98.8% |
| All | -97.5% | -6.9% | -90.6% | -97.7% |
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