+500.0%
APP vs BIIB
-6.5%
+506.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +35.7% |
| 3M | +16.5% | +20.4% | -3.8% | +12.2% |
| 6M | -16.6% | +30.2% | -46.8% | -21.7% |
| YTD | -41.9% | +41.1% | -83.1% | -47.2% |
| 1Y | -37.0% | +58.4% | -95.5% | -44.7% |
| 3Y | +892.4% | -0.1% | +892.6% | +874.5% |
| 5Y | +297.3% | -10.9% | +308.2% | +281.5% |
| All | +500.0% | -6.5% | +506.6% | +463.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling