+397.7%
BAC vs BIIB
-30.8%
+428.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.6% |
| 7D | +0.6% | -5.4% | +6.0% | +1.4% |
| 30D | -1.4% | +1.7% | -3.1% | -1.7% |
| 3M | +15.7% | +5.8% | +9.9% | +14.4% |
| 6M | +32.2% | +11.9% | +20.2% | +29.3% |
| YTD | +15.8% | +19.7% | -4.0% | +11.8% |
| 1Y | +27.3% | +46.7% | -19.5% | +19.0% |
| 3Y | +137.5% | -18.6% | +156.1% | +140.2% |
| 5Y | +73.1% | -29.8% | +102.8% | +76.1% |
| 10Y | +397.7% | -28.8% | +426.6% | +358.7% |
| All | +397.7% | -30.8% | +428.6% | +358.7% |
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