+1,644.6%
ASML vs BIIB
-28.9%
+1,673.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.5% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | +2.2% | +6.9% | -4.7% | +0.7% |
| 3M | -2.3% | +12.4% | -14.7% | -5.1% |
| 6M | +23.0% | +16.3% | +6.7% | +18.4% |
| YTD | +61.1% | +25.5% | +35.6% | +52.4% |
| 1Y | +129.1% | +57.8% | +71.3% | +106.0% |
| 3Y | +165.4% | -17.3% | +182.7% | +168.1% |
| 5Y | +109.5% | -33.8% | +143.3% | +116.2% |
| All | +1,644.6% | -28.9% | +1,673.5% | +1,608.1% |
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