+57.7%
AMGN vs BIIB
-16.5%
+74.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.7% |
| 7D | -13.7% | -1.7% | -12.0% | -12.9% |
| 30D | -8.8% | +4.0% | -12.8% | -10.2% |
| 3M | +7.2% | +8.6% | -1.4% | +2.9% |
| 6M | +1.3% | +14.0% | -12.7% | -5.5% |
| YTD | +17.6% | +23.4% | -5.7% | +5.4% |
| 1Y | +37.2% | +45.9% | -8.7% | +13.0% |
| 3Y | +57.7% | -16.1% | +73.9% | +59.3% |
| All | +57.7% | -16.5% | +74.3% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling