+117.8%
AMDL vs BIIB
-3.6%
+121.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.8% | +15.5% | +12.5% |
| 7D | +19.9% | -1.6% | +21.6% | +20.1% |
| 30D | +6.3% | +2.2% | +4.1% | +5.2% |
| 3M | -9.9% | +10.3% | -20.2% | -14.1% |
| 6M | +394.3% | +14.9% | +379.4% | +361.0% |
| YTD | +257.3% | +20.7% | +236.6% | +221.1% |
| 1Y | +508.5% | +50.3% | +458.2% | +358.2% |
| All | +117.8% | -3.6% | +121.4% | +104.5% |
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