+49.9%
AR vs BIIB
-19.0%
+68.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -1.2% | -5.4% | +4.2% | -0.1% |
| 30D | +5.5% | +1.7% | +3.8% | +5.1% |
| 3M | +12.9% | +5.8% | +7.0% | +11.1% |
| 6M | +0.1% | +11.9% | -11.9% | -3.1% |
| YTD | +13.5% | +19.7% | -6.2% | +7.6% |
| 1Y | +21.6% | +46.7% | -25.2% | +8.9% |
| All | +49.9% | -19.0% | +68.9% | +52.0% |
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