+4,258.2%
APD vs BIIB
+7,261.0%
-3,002.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.8% |
| 7D | -2.2% | +1.1% | -3.3% | -2.3% |
| 30D | +2.1% | +6.9% | -4.8% | +1.4% |
| 3M | +7.2% | +12.4% | -5.2% | +5.9% |
| 6M | +11.2% | +16.3% | -5.0% | +9.4% |
| YTD | +24.4% | +25.5% | -1.1% | +21.4% |
| 1Y | +6.7% | +57.8% | -51.1% | +1.8% |
| 3Y | +9.2% | -17.3% | +26.6% | +10.1% |
| 5Y | +27.4% | -33.8% | +61.2% | +29.6% |
| 10Y | +164.8% | -29.6% | +194.4% | +157.7% |
| All | +4,258.2% | +7,261.0% | -3,002.8% | +3,064.3% |
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 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