+70.4%
BIIB vs ACM
-46.6%
+117.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +2.1% |
| 7D | +4.3% | +9.5% | -5.3% | +3.8% |
| 30D | +13.8% | +14.7% | -0.9% | +13.0% |
| 3M | +22.1% | -9.5% | +31.6% | +22.2% |
| 6M | +35.9% | -18.0% | +54.0% | +34.8% |
| YTD | +44.6% | -27.3% | +71.9% | +42.1% |
| 1Y | +70.4% | -47.0% | +117.4% | +72.2% |
| All | +70.4% | -46.6% | +117.0% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling