-6.8%
BIIB vs AMBA
-69.7%
+62.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | +2.0% | +2.7% | -0.6% | +1.7% |
| 30D | +8.8% | -2.2% | +11.0% | +8.9% |
| 3M | +20.3% | -26.6% | +46.9% | +23.6% |
| 6M | +23.9% | -26.8% | +50.7% | +25.0% |
| YTD | +44.0% | -15.1% | +59.1% | +41.3% |
| 1Y | +53.8% | -32.3% | +86.1% | +54.9% |
| 3Y | +13.8% | +19.8% | -6.0% | +0.4% |
| All | -6.8% | -69.7% | +62.9% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling