-12.3%
BA vs BIIB
+56.5%
-68.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.6% |
| 7D | -0.6% | +2.7% | -3.2% | -0.8% |
| 30D | -8.0% | +9.4% | -17.4% | -8.9% |
| 3M | -25.8% | +19.9% | -45.7% | -27.3% |
| 6M | -27.6% | +25.6% | -53.2% | -29.6% |
| YTD | -21.0% | +42.3% | -63.3% | -25.2% |
| 1Y | -12.3% | +55.1% | -67.4% | -19.6% |
| All | -12.3% | +56.5% | -68.8% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling