-3.7%
APA vs BIIB
-26.2%
+22.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | +4.6% | -1.7% | +6.2% | +4.8% |
| 30D | +11.9% | +4.0% | +7.9% | +11.1% |
| 3M | +22.5% | +8.6% | +13.9% | +20.3% |
| 6M | +37.5% | +14.0% | +23.5% | +33.4% |
| YTD | +87.2% | +23.4% | +63.8% | +78.3% |
| 1Y | +101.4% | +45.9% | +55.5% | +85.9% |
| 3Y | +16.9% | -16.1% | +33.0% | +16.8% |
| 5Y | +178.4% | -27.6% | +206.0% | +179.7% |
| All | -3.7% | -26.2% | +22.5% | -7.3% |
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