+883.7%
BAH vs BIIB
+241.7%
+641.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.2% |
| 7D | -3.2% | +1.1% | -4.3% | -3.4% |
| 30D | +2.0% | +6.9% | -4.9% | +1.1% |
| 3M | -7.6% | +12.4% | -20.0% | -9.2% |
| 6M | -5.7% | +16.3% | -21.9% | -7.9% |
| YTD | -11.7% | +25.5% | -37.2% | -14.9% |
| 1Y | -27.4% | +57.8% | -85.2% | -32.2% |
| 3Y | -32.5% | -17.3% | -15.2% | -32.1% |
| 5Y | -3.3% | -33.8% | +30.5% | -1.3% |
| 10Y | +186.0% | -29.6% | +215.6% | +171.6% |
| All | +883.7% | +241.7% | +641.9% | +566.4% |
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