+169.1%
APD vs BIIB
-30.8%
+199.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -4.6% | -5.4% | +0.8% | -3.9% |
| 30D | -4.2% | +1.7% | -5.9% | -4.5% |
| 3M | +5.0% | +5.8% | -0.9% | +3.9% |
| 6M | +8.9% | +11.9% | -3.0% | +6.8% |
| YTD | +21.9% | +19.7% | +2.2% | +18.2% |
| 1Y | +5.6% | +46.7% | -41.2% | -0.6% |
| 3Y | +6.9% | -18.6% | +25.5% | +7.5% |
| 5Y | +25.3% | -29.8% | +55.1% | +26.5% |
| 10Y | +169.1% | -28.8% | +197.9% | +156.9% |
| All | +169.1% | -30.8% | +199.9% | +156.9% |
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