+504.5%
AVAV vs BIIB
+340.0%
+164.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | -2.2% | +1.1% | -3.3% | -2.4% |
| 30D | -13.9% | +6.9% | -20.8% | -15.1% |
| 3M | -29.2% | +12.4% | -41.6% | -31.0% |
| 6M | -36.1% | +16.3% | -52.4% | -38.4% |
| YTD | -40.2% | +25.5% | -65.7% | -43.5% |
| 1Y | -36.2% | +57.8% | -94.0% | -42.7% |
| 3Y | +47.5% | -17.3% | +64.9% | +49.2% |
| 5Y | +39.3% | -33.8% | +73.1% | +44.8% |
| 10Y | +482.6% | -29.6% | +512.1% | +440.1% |
| All | +504.5% | +340.0% | +164.5% | +183.9% |
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