-12.0%
BIIB vs ABCL
-81.2%
+69.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | -1.6% | +1.4% | -3.1% | -1.8% |
| 30D | +2.2% | +65.1% | -62.9% | -3.3% |
| 3M | +10.3% | +111.1% | -100.7% | +1.4% |
| 6M | +14.9% | +231.6% | -216.6% | +0.1% |
| YTD | +20.7% | +234.5% | -213.8% | +4.3% |
| 1Y | +50.3% | +174.3% | -124.0% | +31.9% |
| 3Y | -18.0% | +111.5% | -129.4% | -29.1% |
| 5Y | -33.9% | -37.3% | +3.4% | -40.2% |
| All | -12.0% | -81.2% | +69.3% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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