+678.6%
AU vs BIIB
-28.1%
+706.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -4.3% | -1.7% | -2.6% | -4.0% |
| 30D | +7.3% | +4.0% | +3.3% | +6.6% |
| 3M | +26.3% | +8.6% | +17.7% | +24.1% |
| 6M | +1.8% | +14.0% | -12.2% | -1.2% |
| YTD | +26.8% | +23.4% | +3.4% | +21.0% |
| 1Y | +66.7% | +45.9% | +20.8% | +53.3% |
| 3Y | +579.1% | -16.1% | +595.2% | +607.7% |
| All | +678.6% | -28.1% | +706.7% | +664.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling