+195.5%
AMGN vs BIIB
-26.2%
+221.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -13.7% | -1.7% | -12.0% | -13.3% |
| 30D | -8.8% | +4.0% | -12.8% | -9.6% |
| 3M | +7.2% | +8.6% | -1.4% | +4.9% |
| 6M | +1.3% | +14.0% | -12.7% | -2.3% |
| YTD | +17.6% | +23.4% | -5.7% | +11.4% |
| 1Y | +37.2% | +45.9% | -8.7% | +24.7% |
| 3Y | +57.7% | -16.1% | +73.9% | +60.0% |
| 5Y | +106.3% | -27.6% | +133.8% | +111.5% |
| All | +195.5% | -26.2% | +221.7% | +171.1% |
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