-20.3%
BIIB vs AMBA
+12.8%
-33.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +2.0% |
| 7D | +2.4% | 0.0% | +2.4% | +2.3% |
| 30D | +12.9% | -8.6% | +21.5% | +14.0% |
| 3M | +22.6% | -29.0% | +51.5% | +27.2% |
| 6M | +31.7% | -19.2% | +51.0% | +31.4% |
| YTD | +44.8% | -13.0% | +57.8% | +41.6% |
| 1Y | +63.9% | -31.3% | +95.2% | +64.9% |
| 3Y | +13.5% | +28.1% | -14.7% | -0.8% |
| 5Y | -5.6% | -69.4% | +63.8% | -4.6% |
| 10Y | -20.3% | +7.6% | -27.9% | -42.7% |
| All | -20.3% | +12.8% | -33.1% | -42.7% |
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