+292.6%
APP vs BIIB
-11.1%
+303.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.8% | +8.1% | +9.5% |
| 7D | +71.2% | -2.1% | +73.3% | +71.6% |
| 30D | +39.1% | +11.8% | +27.3% | +35.4% |
| 3M | +16.5% | +20.4% | -3.8% | +11.7% |
| 6M | -16.6% | +30.2% | -46.8% | -22.3% |
| YTD | -41.9% | +41.1% | -83.1% | -47.9% |
| 1Y | -37.0% | +58.4% | -95.5% | -45.8% |
| 3Y | +892.4% | -0.1% | +892.6% | +887.7% |
| All | +292.6% | -11.1% | +303.8% | +278.6% |
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