-20.6%
BIIB vs ACM
+130.8%
-151.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.4% | +3.0% | -3.4% | -1.1% |
| 30D | +10.5% | +19.7% | -9.2% | +5.6% |
| 3M | +24.3% | +5.3% | +19.0% | +22.1% |
| 6M | +28.0% | -10.8% | +38.8% | +30.5% |
| YTD | +44.0% | -25.1% | +69.1% | +52.4% |
| 1Y | +58.8% | -45.8% | +104.6% | +83.2% |
| 3Y | +12.7% | -9.4% | +22.1% | +11.2% |
| 5Y | -4.9% | +4.8% | -9.7% | -10.4% |
| 10Y | -20.6% | +129.8% | -150.4% | -43.2% |
| All | -20.6% | +130.8% | -151.4% | -43.2% |
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 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