+640.8%
APP vs BIIB
-19.0%
+659.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -3.0% |
| 7D | +0.1% | -1.6% | +1.7% | 0.0% |
| 30D | -10.0% | +2.2% | -12.2% | -9.8% |
| 3M | -44.6% | +10.3% | -55.0% | -44.1% |
| 6M | -37.9% | +14.9% | -52.8% | -37.1% |
| YTD | -53.7% | +20.7% | -74.4% | -53.3% |
| 1Y | -43.0% | +50.3% | -93.3% | -43.4% |
| 3Y | +640.8% | -18.0% | +658.7% | +635.4% |
| All | +640.8% | -19.0% | +659.7% | +635.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling