+503.8%
APP vs BIIB
-5.7%
+509.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.5% |
| 7D | +10.6% | +2.7% | +7.9% | +10.1% |
| 30D | +44.6% | +9.4% | +35.2% | +41.8% |
| 3M | +29.6% | +19.9% | +9.7% | +24.9% |
| 6M | -19.8% | +25.6% | -45.4% | -24.1% |
| YTD | -41.6% | +42.3% | -83.9% | -46.9% |
| 1Y | -32.7% | +55.1% | -87.8% | -40.4% |
| 3Y | +799.0% | +11.4% | +787.6% | +752.4% |
| 5Y | +250.4% | -7.4% | +257.8% | +234.8% |
| All | +503.8% | -5.7% | +509.5% | +465.9% |
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