-31.5%
BAH vs BIIB
-19.0%
-12.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.8% | -0.3% |
| 7D | -4.3% | -1.6% | -2.7% | -4.1% |
| 30D | -4.5% | +2.2% | -6.7% | -4.9% |
| 3M | -7.6% | +10.3% | -17.9% | -9.3% |
| 6M | -10.6% | +14.9% | -25.6% | -13.4% |
| YTD | -12.6% | +20.7% | -33.3% | -16.6% |
| 1Y | -27.0% | +50.3% | -77.3% | -34.0% |
| 3Y | -31.5% | -18.0% | -13.5% | -30.9% |
| All | -31.5% | -19.0% | -12.5% | -30.9% |
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