-28.8%
BIIB vs ACM
+124.8%
-153.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | 0.0% |
| 7D | -5.4% | -3.7% | -1.7% | -4.4% |
| 30D | +1.7% | -12.7% | +14.4% | +5.0% |
| 3M | +5.8% | -9.8% | +15.6% | +8.2% |
| 6M | +11.9% | -31.4% | +43.3% | +22.4% |
| YTD | +19.7% | -32.1% | +51.8% | +30.4% |
| 1Y | +46.7% | -47.8% | +94.6% | +71.4% |
| 3Y | -18.6% | -22.1% | +3.4% | -16.4% |
| 5Y | -29.8% | +1.8% | -31.6% | -33.4% |
| 10Y | -28.8% | +132.5% | -161.4% | -53.8% |
| All | -28.8% | +124.8% | -153.6% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling