-24.2%
AR vs BIIB
-3.3%
-21.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +2.5% | +1.1% | +1.4% | +2.3% |
| 30D | +14.8% | +6.9% | +7.9% | +13.6% |
| 3M | +6.2% | +12.4% | -6.2% | +4.1% |
| 6M | +4.3% | +16.3% | -12.0% | +1.4% |
| YTD | +14.4% | +25.5% | -11.1% | +9.7% |
| 1Y | +21.3% | +57.8% | -36.5% | +12.2% |
| 3Y | +39.8% | -17.3% | +57.1% | +40.9% |
| 5Y | +142.1% | -33.8% | +175.9% | +148.0% |
| 10Y | +52.0% | -29.6% | +81.6% | +44.0% |
| All | -24.2% | -3.3% | -21.0% | -34.5% |
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