-25.6%
AR vs BIIB
+9.7%
-35.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +6.4% | +2.7% | +3.7% | +6.0% |
| 30D | +3.1% | +9.4% | -6.3% | +1.6% |
| 3M | +3.3% | +19.9% | -16.6% | +0.3% |
| 6M | +6.6% | +25.6% | -19.1% | +2.4% |
| YTD | +12.3% | +42.3% | -30.0% | +5.6% |
| 1Y | +12.3% | +55.1% | -42.8% | +4.2% |
| 3Y | +50.4% | +11.4% | +39.0% | +45.0% |
| 5Y | +101.0% | -7.4% | +108.4% | +96.1% |
| 10Y | +57.5% | -21.5% | +79.0% | +46.7% |
| All | -25.6% | +9.7% | -35.3% | -36.9% |
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