-15.5%
BIIB vs ACM
-19.2%
+3.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | +1.1% | -3.7% | +4.8% | +1.7% |
| 30D | +6.9% | -11.1% | +18.0% | +8.9% |
| 3M | +12.4% | -8.0% | +20.4% | +13.6% |
| 6M | +16.3% | -29.7% | +45.9% | +23.1% |
| YTD | +25.5% | -29.4% | +54.8% | +31.7% |
| 1Y | +57.8% | -46.4% | +104.2% | +77.7% |
| All | -15.5% | -19.2% | +3.7% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling