+201.7%
BAH vs BIIB
-26.8%
+228.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.5% |
| 7D | +2.4% | -4.0% | +6.5% | +3.0% |
| 30D | -2.9% | +5.7% | -8.6% | -3.6% |
| 3M | -1.3% | +10.9% | -12.2% | -2.7% |
| 6M | -0.9% | +14.3% | -15.2% | -2.9% |
| YTD | -8.2% | +22.4% | -30.6% | -11.0% |
| 1Y | -24.0% | +51.1% | -75.0% | -28.3% |
| 3Y | -28.1% | -16.8% | -11.3% | -27.8% |
| 5Y | +2.5% | -28.1% | +30.6% | +3.3% |
| All | +201.7% | -26.8% | +228.4% | +187.5% |
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