-18.3%
AMRZ vs BIIB
+67.5%
-85.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -3.5% |
| 7D | -2.0% | -1.6% | -0.4% | -1.7% |
| 30D | -9.8% | +2.2% | -12.0% | -10.2% |
| 3M | -17.2% | +10.3% | -27.5% | -19.2% |
| 6M | -26.9% | +14.9% | -41.9% | -29.6% |
| YTD | -21.5% | +20.7% | -42.2% | -25.3% |
| 1Y | -22.9% | +50.3% | -73.2% | -30.3% |
| All | -18.3% | +67.5% | -85.8% | -28.1% |
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