+416.2%
AME vs BIIB
-26.8%
+443.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.2% |
| 7D | 0.0% | -4.0% | +4.1% | +0.6% |
| 30D | -8.6% | +5.7% | -14.3% | -9.4% |
| 3M | +5.8% | +10.9% | -5.1% | +4.0% |
| 6M | +3.8% | +14.3% | -10.5% | +1.4% |
| YTD | +14.4% | +22.4% | -8.0% | +10.5% |
| 1Y | +25.8% | +51.1% | -25.3% | +17.6% |
| 3Y | +55.2% | -16.8% | +72.0% | +56.0% |
| 5Y | +85.5% | -28.1% | +113.7% | +87.4% |
| All | +416.2% | -26.8% | +443.0% | +394.7% |
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 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