+13.8%
BIIB vs ABCL
+185.8%
-172.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +2.0% | -3.3% | +5.3% | +2.3% |
| 30D | +8.8% | -7.1% | +15.9% | +9.2% |
| 3M | +20.3% | +4.7% | +15.6% | +19.0% |
| 6M | +23.9% | +140.9% | -117.0% | +11.6% |
| YTD | +44.0% | +236.0% | -192.0% | +23.7% |
| 1Y | +53.8% | +217.4% | -163.6% | +32.8% |
| 3Y | +13.8% | +188.7% | -174.9% | -2.3% |
| All | +13.8% | +185.8% | -172.0% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling