+594.0%
BAX vs BIIB
+7,261.0%
-6,667.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.2% |
| 7D | -1.1% | +1.1% | -2.2% | -1.2% |
| 30D | -5.5% | +6.9% | -12.3% | -6.0% |
| 3M | +33.5% | +12.4% | +21.1% | +32.1% |
| 6M | +35.9% | +16.3% | +19.6% | +33.7% |
| YTD | +35.4% | +25.5% | +9.9% | +32.2% |
| 1Y | +9.8% | +57.8% | -48.1% | +4.9% |
| 3Y | -32.7% | -17.3% | -15.4% | -32.2% |
| 5Y | -65.6% | -33.8% | -31.7% | -65.0% |
| 10Y | -34.9% | -29.6% | -5.3% | -36.5% |
| All | +594.0% | +7,261.0% | -6,667.0% | +341.4% |
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