-29.2%
BIIB vs ACM
+6.0%
-35.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.5% |
| 7D | -1.6% | -0.3% | -1.4% | -1.5% |
| 30D | +2.2% | -12.9% | +15.1% | +6.0% |
| 3M | +10.3% | -6.4% | +16.7% | +11.8% |
| 6M | +14.9% | -29.2% | +44.2% | +26.4% |
| YTD | +20.7% | -29.9% | +50.7% | +31.8% |
| 1Y | +50.3% | -47.3% | +97.6% | +81.6% |
| 3Y | -18.0% | -19.6% | +1.7% | -19.3% |
| All | -29.2% | +6.0% | -35.2% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling