+444.2%
BIIB vs ACM
+250.2%
+194.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +2.7% | +5.1% | -2.4% | +1.2% |
| 30D | +9.4% | +18.7% | -9.2% | +4.2% |
| 3M | +19.9% | +15.5% | +4.5% | +14.8% |
| 6M | +25.6% | +1.2% | +24.4% | +24.2% |
| YTD | +42.3% | -25.2% | +67.6% | +51.5% |
| 1Y | +55.1% | -46.3% | +101.4% | +81.2% |
| 3Y | +11.4% | -9.6% | +21.0% | +10.4% |
| 5Y | -7.4% | +4.4% | -11.8% | -12.6% |
| 10Y | -21.5% | +129.3% | -150.8% | -45.6% |
| All | +444.2% | +250.2% | +194.0% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling