+3,847.4%
ANET vs BIIB
-26.2%
+3,873.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.5% |
| 7D | +3.0% | -1.7% | +4.7% | +3.3% |
| 30D | -5.2% | +4.0% | -9.1% | -5.9% |
| 3M | +27.6% | +8.6% | +19.0% | +24.9% |
| 6M | +44.4% | +14.0% | +30.4% | +39.5% |
| YTD | +52.3% | +23.4% | +28.9% | +44.5% |
| 1Y | +30.4% | +45.9% | -15.5% | +19.4% |
| 3Y | +313.3% | -16.1% | +329.4% | +317.1% |
| 5Y | +810.0% | -27.6% | +837.6% | +826.3% |
| All | +3,847.4% | -26.2% | +3,873.6% | +3,625.3% |
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