-14.7%
AMRZ vs BIIB
+74.0%
-88.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -1.9% | +1.1% | -3.0% | -2.1% |
| 30D | -16.9% | +6.9% | -23.8% | -18.0% |
| 3M | -19.2% | +12.4% | -31.6% | -21.3% |
| 6M | -29.3% | +16.3% | -45.5% | -31.9% |
| YTD | -18.0% | +25.5% | -43.4% | -22.5% |
| 1Y | -15.1% | +57.8% | -72.9% | -24.0% |
| All | -14.7% | +74.0% | -88.7% | -25.4% |
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 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