-8.9%
BIIB vs AMBA
-70.4%
+61.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.1% | -4.3% | +1.2% |
| 7D | -2.1% | -7.2% | +5.2% | -1.4% |
| 30D | +11.8% | -10.4% | +22.2% | +12.8% |
| 3M | +20.4% | -30.1% | +50.5% | +24.3% |
| 6M | +30.2% | -22.4% | +52.7% | +30.3% |
| YTD | +41.1% | -17.3% | +58.5% | +38.8% |
| 1Y | +58.4% | -35.4% | +93.8% | +60.3% |
| 3Y | -0.1% | +18.6% | -18.7% | -11.9% |
| All | -8.9% | -70.4% | +61.5% | -14.6% |
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