-3.5%
BAC vs BIIB
+61.6%
-65.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.9% | -0.4% | -1.4% | -1.8% |
| 30D | -7.2% | +10.5% | -17.6% | -7.6% |
| 3M | -20.4% | +24.3% | -44.7% | -21.3% |
| 6M | +1.3% | +28.0% | -26.7% | -0.4% |
| YTD | -6.4% | +44.0% | -50.4% | -10.3% |
| 1Y | -3.5% | +58.8% | -62.3% | -9.7% |
| All | -3.5% | +61.6% | -65.2% | -9.7% |
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 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