+97.2%
AMCR vs BIIB
+54.6%
+42.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.7% |
| 7D | -6.3% | -5.4% | -0.9% | -5.8% |
| 30D | -7.1% | +1.7% | -8.9% | -7.3% |
| 3M | +12.7% | +5.8% | +6.8% | +12.0% |
| 6M | +5.2% | +11.9% | -6.8% | +4.0% |
| YTD | +8.1% | +19.7% | -11.7% | +6.2% |
| 1Y | +11.7% | +46.7% | -35.0% | +8.0% |
| 3Y | +9.9% | -18.6% | +28.5% | +10.0% |
| 5Y | -8.7% | -29.8% | +21.1% | -8.8% |
| 10Y | +16.8% | -28.8% | +45.7% | +15.7% |
| All | +97.2% | +54.6% | +42.6% | +92.9% |
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