+4,581.7%
AZN vs BIIB
+20,130.1%
-15,548.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -2.9% | -5.4% | +2.5% | -2.3% |
| 30D | -3.1% | +1.7% | -4.8% | -3.3% |
| 3M | -14.4% | +5.8% | -20.3% | -15.0% |
| 6M | -19.5% | +11.9% | -31.4% | -20.6% |
| YTD | -13.8% | +19.7% | -33.5% | -15.6% |
| 1Y | -2.4% | +46.7% | -49.1% | -6.5% |
| 3Y | +21.3% | -18.6% | +39.9% | +22.7% |
| 5Y | +53.6% | -29.8% | +83.4% | +56.1% |
| 10Y | +220.1% | -28.8% | +249.0% | +212.2% |
| All | +4,581.7% | +20,130.1% | -15,548.4% | +2,926.5% |
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