-18.5%
AMRZ vs BIIB
+95.7%
-114.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.2% |
| 7D | +1.2% | -2.1% | +3.3% | +1.6% |
| 30D | +15.1% | +11.8% | +3.3% | +12.5% |
| 3M | -18.1% | +20.4% | -38.5% | -21.0% |
| 6M | -23.5% | +30.2% | -53.7% | -27.9% |
| YTD | -21.6% | +41.1% | -62.7% | -27.7% |
| 1Y | -14.7% | +58.4% | -73.2% | -23.4% |
| All | -18.5% | +95.7% | -114.2% | -30.4% |
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