+95.0%
AMDL vs BIIB
+0.2%
+94.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.8% | +9.6% |
| 7D | +4.5% | +1.1% | +3.5% | +4.2% |
| 30D | -4.4% | +6.9% | -11.3% | -6.3% |
| 3M | -30.5% | +12.4% | -42.9% | -33.7% |
| 6M | +300.9% | +16.3% | +284.6% | +275.2% |
| YTD | +219.9% | +25.5% | +194.5% | +185.4% |
| 1Y | +374.7% | +57.8% | +316.9% | +251.5% |
| All | +95.0% | +0.2% | +94.8% | +81.8% |
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 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