-12.3%
AMRZ vs BIIB
+68.6%
-80.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | +4.8% |
| 7D | +10.3% | +4.3% | +6.0% | +9.4% |
| 30D | +18.7% | +13.8% | +4.9% | +15.8% |
| 3M | -14.6% | +22.1% | -36.7% | -17.7% |
| 6M | -12.9% | +35.9% | -48.8% | -18.4% |
| YTD | -17.4% | +44.6% | -61.9% | -23.6% |
| 1Y | -12.3% | +70.4% | -82.7% | -21.5% |
| All | -12.3% | +68.6% | -80.9% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling