-27.5%
BAH vs BIIB
+13.5%
-41.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.5% |
| 7D | +1.7% | +2.0% | -0.3% | +1.3% |
| 30D | +20.8% | +8.8% | +12.0% | +18.8% |
| 3M | +11.6% | +20.3% | -8.7% | +7.6% |
| 6M | +23.1% | +23.9% | -0.8% | +17.8% |
| YTD | +5.3% | +44.0% | -38.7% | -3.1% |
| 1Y | +6.1% | +53.8% | -47.7% | -3.9% |
| 3Y | -27.5% | +13.8% | -41.3% | -31.7% |
| All | -27.5% | +13.5% | -41.0% | -31.7% |
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 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