+68.6%
BIIB vs AMBA
+772.6%
-704.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.1% | -4.3% | +1.1% |
| 7D | -2.1% | -7.2% | +5.2% | -1.2% |
| 30D | +11.8% | -10.4% | +22.2% | +13.1% |
| 3M | +20.4% | -30.1% | +50.5% | +25.3% |
| 6M | +30.2% | -22.4% | +52.7% | +30.5% |
| YTD | +41.1% | -17.3% | +58.5% | +39.1% |
| 1Y | +58.4% | -35.4% | +93.8% | +60.8% |
| 3Y | -0.1% | +18.6% | -18.7% | -11.0% |
| 5Y | -10.9% | -69.8% | +58.9% | -9.6% |
| 10Y | -10.3% | +1.1% | -11.4% | -30.4% |
| All | +68.6% | +772.6% | -704.0% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling