+4,446.7%
APD vs BIIB
+8,341.7%
-3,895.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -0.2% | +1.7% | -2.0% | -0.4% |
| 30D | +11.0% | +12.2% | -1.2% | +9.8% |
| 3M | +2.0% | +22.3% | -20.3% | +0.1% |
| 6M | +7.1% | +30.9% | -23.9% | +4.2% |
| YTD | +29.8% | +43.9% | -14.1% | +25.0% |
| 1Y | +24.0% | +62.1% | -38.0% | +18.1% |
| 3Y | +27.2% | +12.7% | +14.5% | +24.6% |
| 5Y | +12.8% | -5.1% | +17.9% | +11.2% |
| 10Y | +185.0% | -21.9% | +206.9% | +174.7% |
| All | +4,446.7% | +8,341.7% | -3,895.0% | +3,158.5% |
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