+96.6%
BAC vs BIIB
+13.5%
+83.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.5% |
| 3M | -20.4% | +24.3% | -44.7% | -22.9% |
| 6M | +1.3% | +28.0% | -26.7% | -2.8% |
| YTD | -6.4% | +44.0% | -50.4% | -12.6% |
| 1Y | -3.5% | +58.8% | -62.3% | -11.7% |
| All | +96.6% | +13.5% | +83.0% | +93.2% |
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