-19.0%
BAX vs BIIB
+13.5%
-32.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +0.1% | +2.0% | -2.0% | -0.6% |
| 30D | +4.1% | +8.8% | -4.8% | +0.9% |
| 3M | -4.5% | +20.3% | -24.8% | -10.6% |
| 6M | +49.2% | +23.9% | +25.3% | +37.8% |
| YTD | +35.2% | +44.0% | -8.7% | +16.5% |
| 1Y | +38.3% | +53.8% | -15.5% | +15.7% |
| 3Y | -19.0% | +13.8% | -32.9% | -30.9% |
| All | -19.0% | +13.5% | -32.6% | -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