+8,449.2%
AMGN vs BIIB
+6,983.3%
+1,465.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.8% | -6.3% | -9.3% |
| 7D | -10.3% | -1.6% | -8.6% | -9.9% |
| 30D | -3.8% | +2.2% | -6.0% | -4.1% |
| 3M | +14.4% | +10.3% | +4.1% | +12.0% |
| 6M | +7.8% | +14.9% | -7.1% | +4.5% |
| YTD | +22.6% | +20.7% | +1.8% | +17.5% |
| 1Y | +44.2% | +50.3% | -6.1% | +32.2% |
| 3Y | +65.8% | -18.0% | +83.8% | +70.7% |
| 5Y | +108.0% | -33.9% | +141.9% | +118.2% |
| 10Y | +209.9% | -30.9% | +240.8% | +197.3% |
| All | +8,449.2% | +6,983.3% | +1,465.8% | +3,387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling