-8.5%
BIIB vs ABCL
-81.3%
+72.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | +12.4% | +79.4% | -67.0% | +4.9% |
| 6M | +16.3% | +214.9% | -198.6% | +1.8% |
| YTD | +25.5% | +234.2% | -208.7% | +8.4% |
| 1Y | +57.8% | +174.8% | -117.0% | +38.4% |
| 3Y | -17.3% | +104.5% | -121.8% | -28.3% |
| 5Y | -33.8% | -39.0% | +5.2% | -40.1% |
| All | -8.5% | -81.3% | +72.7% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling