+133.9%
ASML vs BIIB
+13.5%
+120.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +4.9% | +2.0% | +2.9% | +4.6% |
| 30D | -9.3% | +8.8% | -18.1% | -10.7% |
| 3M | -19.0% | +20.3% | -39.3% | -22.0% |
| 6M | -5.2% | +23.9% | -29.1% | -9.9% |
| YTD | +40.6% | +44.0% | -3.4% | +28.2% |
| 1Y | +47.5% | +53.8% | -6.3% | +31.9% |
| 3Y | +133.9% | +13.8% | +120.0% | +100.6% |
| All | +133.9% | +13.5% | +120.4% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling