-21.9%
BIIB vs AMBA
+4.3%
-26.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.4% |
| 7D | +1.7% | -2.6% | +4.4% | +2.0% |
| 30D | +12.2% | -10.5% | +22.7% | +13.5% |
| 3M | +22.3% | -26.4% | +48.7% | +26.4% |
| 6M | +30.9% | -20.9% | +51.8% | +30.9% |
| YTD | +43.9% | -14.8% | +58.7% | +41.1% |
| 1Y | +62.1% | -36.1% | +98.1% | +64.8% |
| 3Y | +12.7% | +20.2% | -7.6% | -0.6% |
| 5Y | -5.1% | -67.2% | +62.1% | -5.2% |
| 10Y | -21.9% | +5.0% | -26.9% | -43.8% |
| All | -21.9% | +4.3% | -26.3% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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