+333.0%
APP vs BIIB
-33.3%
+366.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +2.6% |
| 7D | +0.9% | +1.1% | -0.2% | +0.6% |
| 30D | -23.3% | +6.9% | -30.1% | -24.4% |
| 3M | -42.6% | +12.4% | -55.1% | -44.5% |
| 6M | -33.6% | +16.3% | -49.9% | -36.7% |
| YTD | -52.4% | +25.5% | -77.9% | -56.1% |
| 1Y | -35.9% | +57.8% | -93.7% | -45.5% |
| 3Y | +642.2% | -17.3% | +659.6% | +683.1% |
| All | +333.0% | -33.3% | +366.3% | +345.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling