+85.2%
AME vs BIIB
-34.6%
+119.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +1.3% | -5.4% | +6.7% | +2.2% |
| 30D | -6.6% | +1.7% | -8.3% | -6.9% |
| 3M | +3.0% | +5.8% | -2.9% | +1.7% |
| 6M | +5.3% | +11.9% | -6.6% | +2.8% |
| YTD | +15.4% | +19.7% | -4.3% | +11.1% |
| 1Y | +26.8% | +46.7% | -19.9% | +17.6% |
| 3Y | +56.5% | -18.6% | +75.2% | +57.6% |
| 5Y | +85.2% | -29.8% | +115.0% | +92.3% |
| All | +85.2% | -34.6% | +119.8% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling