-44.0%
BIDU vs BIIB
-28.1%
-16.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -8.1% | -1.7% | -6.4% | -7.7% |
| 30D | -12.8% | +4.0% | -16.8% | -13.7% |
| 3M | -21.3% | +8.6% | -29.9% | -23.4% |
| 6M | -27.0% | +14.0% | -41.0% | -30.1% |
| YTD | -30.0% | +23.4% | -53.4% | -34.8% |
| 1Y | -18.3% | +45.9% | -64.2% | -27.7% |
| 3Y | -33.8% | -16.1% | -17.7% | -33.3% |
| All | -44.0% | -28.1% | -16.0% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling