+784.0%
AU vs BIIB
+5,338.2%
-4,554.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.7% |
| 7D | +0.6% | -5.4% | +6.0% | +0.9% |
| 30D | +12.3% | +1.7% | +10.6% | +12.2% |
| 3M | +29.4% | +5.8% | +23.5% | +28.9% |
| 6M | +3.2% | +11.9% | -8.7% | +2.5% |
| YTD | +31.8% | +19.7% | +12.1% | +30.3% |
| 1Y | +83.4% | +46.7% | +36.7% | +79.3% |
| 3Y | +623.1% | -18.6% | +641.7% | +626.8% |
| 5Y | +700.5% | -29.8% | +730.3% | +705.6% |
| 10Y | +717.6% | -28.8% | +746.4% | +707.9% |
| All | +784.0% | +5,338.2% | -4,554.2% | +885.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling