+527.5%
APP vs BIIB
-4.6%
+532.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.8% | +3.7% |
| 7D | +4.6% | +2.0% | +2.5% | +4.2% |
| 30D | +56.0% | +8.8% | +47.2% | +53.2% |
| 3M | +30.8% | +20.3% | +10.5% | +26.0% |
| 6M | -9.8% | +23.9% | -33.7% | -14.3% |
| YTD | -39.3% | +44.0% | -83.3% | -45.0% |
| 1Y | -26.4% | +53.8% | -80.3% | -34.6% |
| 3Y | +887.9% | +13.8% | +874.1% | +831.6% |
| 5Y | +264.1% | -6.3% | +270.4% | +247.2% |
| All | +527.5% | -4.6% | +532.1% | +486.9% |
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