+1,278.7%
BAC vs BIIB
+8,249.3%
-6,970.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | +1.5% | +2.7% | -1.2% | +1.2% |
| 30D | -6.4% | +9.4% | -15.8% | -7.5% |
| 3M | -21.7% | +19.9% | -41.6% | -23.6% |
| 6M | +0.5% | +25.6% | -25.1% | -2.9% |
| YTD | -6.7% | +42.3% | -49.0% | -11.5% |
| 1Y | -4.7% | +55.1% | -59.8% | -10.6% |
| 3Y | +96.1% | +11.4% | +84.7% | +90.3% |
| 5Y | +21.7% | -7.4% | +29.1% | +19.5% |
| 10Y | +232.0% | -21.5% | +253.5% | +213.6% |
| All | +1,278.7% | +8,249.3% | -6,970.6% | +689.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling