+132.6%
ARMK vs BIIB
-21.3%
+153.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -0.7% | +1.7% | -2.4% | -0.9% |
| 30D | -1.3% | +12.2% | -13.5% | -2.5% |
| 3M | -2.5% | +22.3% | -24.7% | -4.6% |
| 6M | +20.8% | +30.9% | -10.1% | +17.0% |
| YTD | +48.2% | +43.9% | +4.3% | +41.7% |
| 1Y | +45.7% | +62.1% | -16.3% | +37.5% |
| 3Y | +96.6% | +12.7% | +83.9% | +90.8% |
| 5Y | +106.6% | -5.1% | +111.7% | +101.6% |
| 10Y | +132.6% | -21.9% | +154.5% | +115.9% |
| All | +132.6% | -21.3% | +153.9% | +115.9% |
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 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