+145.7%
AMDL vs BIIB
+13.7%
+132.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.2% | +13.0% | +12.2% |
| 7D | +103.5% | +2.7% | +100.9% | +102.6% |
| 30D | -18.3% | +9.4% | -27.7% | -19.5% |
| 3M | +20.1% | +19.9% | +0.1% | +15.2% |
| 6M | +15.9% | +25.6% | -9.7% | +8.1% |
| YTD | +303.0% | +42.3% | +260.7% | +250.7% |
| 1Y | +164.0% | +55.1% | +108.9% | +117.2% |
| All | +145.7% | +13.7% | +132.0% | +123.4% |
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