+302.2%
ARMK vs BIIB
-20.6%
+322.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.7% |
| 7D | -2.4% | +1.1% | -3.5% | -2.5% |
| 30D | 0.0% | +6.9% | -6.8% | -0.8% |
| 3M | +6.7% | +12.4% | -5.7% | +5.0% |
| 6M | +38.8% | +16.3% | +22.6% | +36.0% |
| YTD | +55.2% | +25.5% | +29.7% | +50.4% |
| 1Y | +46.6% | +57.8% | -11.2% | +38.1% |
| 3Y | +112.9% | -17.3% | +130.2% | +113.8% |
| 5Y | +144.0% | -33.8% | +177.8% | +146.7% |
| 10Y | +132.4% | -29.6% | +162.0% | +121.4% |
| All | +302.2% | -20.6% | +322.8% | +267.3% |
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