-16.1%
BA vs BIIB
+12.2%
-28.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.5% |
| 7D | -0.6% | +2.7% | -3.2% | -1.0% |
| 30D | -8.0% | +9.4% | -17.4% | -9.4% |
| 3M | -25.8% | +19.9% | -45.7% | -28.1% |
| 6M | -27.6% | +25.6% | -53.2% | -30.7% |
| YTD | -21.0% | +42.3% | -63.3% | -26.5% |
| 1Y | -12.3% | +55.1% | -67.4% | -19.8% |
| All | -16.1% | +12.2% | -28.3% | -21.4% |
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