+109.1%
AMGN vs BIIB
-28.2%
+137.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.5% | -2.9% |
| 7D | -13.9% | -4.0% | -9.8% | -12.8% |
| 30D | -7.1% | +5.7% | -12.8% | -8.5% |
| 3M | +13.9% | +10.9% | +3.0% | +10.4% |
| 6M | +3.2% | +14.3% | -11.1% | -1.2% |
| YTD | +19.2% | +22.4% | -3.2% | +11.9% |
| 1Y | +41.1% | +51.1% | -9.9% | +24.9% |
| 3Y | +61.3% | -16.8% | +78.1% | +58.7% |
| 5Y | +109.1% | -28.1% | +137.2% | +119.3% |
| All | +109.1% | -28.2% | +137.2% | +119.3% |
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