+1,610.9%
BAC vs BIIB
+7,261.0%
-5,650.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | -0.4% | +6.9% | -7.3% | -1.3% |
| 3M | +16.9% | +12.4% | +4.5% | +14.8% |
| 6M | +26.6% | +16.3% | +10.3% | +23.6% |
| YTD | +15.8% | +25.5% | -9.7% | +11.7% |
| 1Y | +27.2% | +57.8% | -30.6% | +18.9% |
| 3Y | +132.4% | -17.3% | +149.8% | +134.6% |
| 5Y | +72.6% | -33.8% | +106.4% | +76.8% |
| 10Y | +389.7% | -29.6% | +419.3% | +369.4% |
| All | +1,610.9% | +7,261.0% | -5,650.1% | +897.1% |
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