+144.3%
ASML vs BIIB
+9.9%
+134.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +5.7% |
| 7D | -0.8% | +2.4% | -3.2% | -1.2% |
| 30D | -14.9% | +12.9% | -27.8% | -16.9% |
| 3M | -13.0% | +22.6% | -35.5% | -16.6% |
| 6M | -4.7% | +31.7% | -36.4% | -10.8% |
| YTD | +42.3% | +44.8% | -2.5% | +29.5% |
| 1Y | +49.7% | +63.9% | -14.2% | +31.6% |
| 3Y | +144.3% | +13.5% | +130.8% | +112.1% |
| All | +144.3% | +9.9% | +134.4% | +112.1% |
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 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