+138.0%
ARMK vs BIIB
-30.8%
+168.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | +0.3% | -5.4% | +5.7% | +0.9% |
| 30D | +2.4% | +1.7% | +0.6% | +2.1% |
| 3M | +6.1% | +5.8% | +0.2% | +5.2% |
| 6M | +41.8% | +11.9% | +29.8% | +39.5% |
| YTD | +55.5% | +19.7% | +35.8% | +51.7% |
| 1Y | +49.6% | +46.7% | +2.8% | +42.5% |
| 3Y | +122.8% | -18.6% | +141.4% | +123.6% |
| 5Y | +151.0% | -29.8% | +180.8% | +151.6% |
| 10Y | +138.0% | -28.8% | +166.8% | +126.5% |
| All | +138.0% | -30.8% | +168.8% | +126.5% |
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 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