+117.9%
ASML vs BIIB
-2.2%
+120.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | -8.6% |
| 7D | -19.0% | -2.3% | -16.7% | -18.7% |
| 30D | -25.9% | +9.4% | -35.4% | -27.3% |
| 3M | -19.1% | +18.1% | -37.1% | -21.9% |
| 6M | -5.7% | +29.0% | -34.7% | -11.5% |
| YTD | +27.6% | +38.6% | -11.0% | +17.2% |
| 1Y | +30.8% | +59.0% | -28.2% | +15.7% |
| All | +117.9% | -2.2% | +120.1% | +100.5% |
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 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