+128.5%
AWK vs BIIB
-26.2%
+154.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -2.1% | -1.7% | -0.5% | -2.0% |
| 30D | +2.1% | +4.0% | -1.9% | +1.6% |
| 3M | +11.4% | +8.6% | +2.8% | +10.1% |
| 6M | +3.9% | +14.0% | -10.1% | +2.0% |
| YTD | +7.7% | +23.4% | -15.7% | +4.5% |
| 1Y | +1.3% | +45.9% | -44.6% | -3.8% |
| 3Y | +7.2% | -16.1% | +23.3% | +8.1% |
| 5Y | -17.0% | -27.6% | +10.6% | -16.1% |
| All | +128.5% | -26.2% | +154.7% | +126.6% |
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