+379.1%
AVAV vs BIIB
-18.3%
+397.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.6% | +10.0% | +12.2% |
| 7D | +3.2% | +2.4% | +0.8% | +2.9% |
| 30D | -7.4% | +12.9% | -20.3% | -9.2% |
| 3M | -32.0% | +22.6% | -54.6% | -34.2% |
| 6M | -24.6% | +31.7% | -56.3% | -28.1% |
| YTD | -47.5% | +44.8% | -92.3% | -51.0% |
| 1Y | -61.5% | +63.9% | -125.4% | -64.8% |
| 3Y | +5.5% | +13.5% | -8.0% | +1.2% |
| 5Y | +35.7% | -5.6% | +41.4% | +32.3% |
| 10Y | +379.1% | -20.3% | +399.4% | +352.1% |
| All | +379.1% | -18.3% | +397.4% | +352.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling