+278.5%
AVGO vs BIIB
+13.5%
+265.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -5.9% | -4.8% |
| 7D | +18.2% | +2.0% | +16.1% | +18.1% |
| 30D | +0.2% | +8.8% | -8.6% | 0.0% |
| 3M | -16.8% | +20.3% | -37.1% | -17.3% |
| 6M | -16.5% | +23.9% | -40.4% | -17.3% |
| YTD | +0.8% | +44.0% | -43.2% | -2.1% |
| 1Y | +2.8% | +53.8% | -51.0% | -0.9% |
| 3Y | +278.5% | +13.8% | +264.7% | +234.1% |
| All | +278.5% | +13.5% | +265.0% | +234.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling