-29.3%
BIIB vs AMBA
-9.0%
-20.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | +1.1% | -11.0% | +12.0% | +2.5% |
| 30D | +6.9% | -23.2% | +30.0% | +10.3% |
| 3M | +12.4% | -12.7% | +25.1% | +12.1% |
| 6M | +16.3% | +11.2% | +5.1% | +10.9% |
| YTD | +25.5% | -11.2% | +36.7% | +22.8% |
| 1Y | +57.8% | -22.5% | +80.3% | +56.1% |
| 3Y | -17.3% | -1.3% | -16.0% | -24.7% |
| 5Y | -33.8% | -54.2% | +20.4% | -37.3% |
| All | -29.3% | -9.0% | -20.3% | -47.2% |
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