-6.8%
BIIB vs ABCL
-26.2%
+19.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +2.0% | -3.3% | +5.3% | +2.4% |
| 30D | +8.8% | -7.1% | +15.9% | +9.3% |
| 3M | +20.3% | +4.7% | +15.6% | +18.6% |
| 6M | +23.9% | +140.9% | -117.0% | +8.2% |
| YTD | +44.0% | +236.0% | -192.0% | +18.6% |
| 1Y | +53.8% | +217.4% | -163.6% | +27.5% |
| 3Y | +13.8% | +188.7% | -174.9% | -9.9% |
| All | -6.8% | -26.2% | +19.4% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling