+955.2%
APH vs BIIB
-21.3%
+976.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -5.0% | +1.7% | -6.8% | -5.2% |
| 30D | -8.4% | +12.2% | -20.6% | -9.8% |
| 3M | -4.5% | +22.3% | -26.8% | -7.1% |
| 6M | +25.3% | +30.9% | -5.6% | +20.4% |
| YTD | +18.9% | +43.9% | -25.0% | +12.5% |
| 1Y | +11.9% | +62.1% | -50.1% | +4.1% |
| 3Y | +278.0% | +12.7% | +265.3% | +265.2% |
| 5Y | +306.4% | -5.1% | +311.6% | +296.6% |
| 10Y | +955.2% | -21.9% | +977.1% | +880.9% |
| All | +955.2% | -21.3% | +976.5% | +880.9% |
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