-18.4%
APTV vs BIIB
-26.2%
+7.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -5.0% | -1.7% | -3.4% | -4.7% |
| 30D | -6.1% | +4.0% | -10.0% | -6.8% |
| 3M | -33.0% | +8.6% | -41.6% | -34.4% |
| 6M | -35.2% | +14.0% | -49.2% | -37.4% |
| YTD | -40.1% | +23.4% | -63.5% | -43.2% |
| 1Y | -45.6% | +45.9% | -91.5% | -50.2% |
| 3Y | -54.4% | -16.1% | -38.2% | -54.1% |
| 5Y | -68.9% | -27.6% | -41.3% | -68.6% |
| All | -18.4% | -26.2% | +7.7% | -21.7% |
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