-32.5%
BIIB vs ABCL
-41.3%
+8.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | +6.9% | +93.1% | -86.2% | -2.1% |
| 3M | +12.4% | +79.4% | -67.0% | +3.3% |
| 6M | +16.3% | +214.9% | -198.6% | -1.5% |
| YTD | +25.5% | +234.2% | -208.7% | +4.6% |
| 1Y | +57.8% | +174.8% | -117.0% | +34.0% |
| 3Y | -17.3% | +104.5% | -121.8% | -30.3% |
| All | -32.5% | -41.3% | +8.7% | -39.5% |
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