+2,761.7%
AVGO vs BIIB
-26.8%
+2,788.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.3% |
| 7D | +1.0% | -4.0% | +5.1% | +1.7% |
| 30D | -13.3% | +5.7% | -18.9% | -14.2% |
| 3M | -2.9% | +10.9% | -13.8% | -5.1% |
| 6M | +5.7% | +14.3% | -8.6% | +2.4% |
| YTD | +4.6% | +22.4% | -17.8% | 0.0% |
| 1Y | -1.6% | +51.1% | -52.7% | -9.8% |
| 3Y | +336.2% | -16.8% | +353.0% | +340.2% |
| 5Y | +695.6% | -28.1% | +723.8% | +710.9% |
| All | +2,761.7% | -26.8% | +2,788.5% | +2,580.8% |
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