+296.4%
ARM vs BIIB
-14.0%
+310.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.6% | +4.5% |
| 7D | +5.5% | +1.1% | +4.4% | +5.0% |
| 30D | -8.2% | +6.9% | -15.1% | -10.4% |
| 3M | -35.9% | +12.4% | -48.3% | -39.2% |
| 6M | +103.1% | +16.3% | +86.9% | +88.8% |
| YTD | +130.6% | +25.5% | +105.1% | +107.1% |
| 1Y | +86.1% | +57.8% | +28.3% | +50.0% |
| All | +296.4% | -14.0% | +310.4% | +330.6% |
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