+668.0%
BE vs BIIB
-32.3%
+700.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.2% |
| 7D | +10.8% | +2.0% | +8.8% | +10.4% |
| 30D | -19.8% | +8.8% | -28.6% | -21.1% |
| 3M | -18.7% | +20.3% | -39.0% | -21.8% |
| 6M | -33.7% | +23.9% | -57.6% | -37.4% |
| YTD | +121.0% | +44.0% | +77.0% | +101.5% |
| 1Y | +85.4% | +53.8% | +31.6% | +66.6% |
| 3Y | +1,709.5% | +13.8% | +1,695.7% | +1,627.3% |
| 5Y | +462.2% | -6.3% | +468.5% | +450.6% |
| All | +668.0% | -32.3% | +700.2% | +824.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling