-30.2%
BIIB vs BAM
+67.8%
-98.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.5% |
| 7D | -5.4% | -3.9% | -1.4% | -4.8% |
| 30D | +1.7% | -8.8% | +10.5% | +3.1% |
| 3M | +5.8% | +2.2% | +3.6% | +5.3% |
| 6M | +11.9% | +5.9% | +6.0% | +10.3% |
| YTD | +19.7% | -6.1% | +25.8% | +20.3% |
| 1Y | +46.7% | -11.6% | +58.4% | +48.7% |
| 3Y | -18.6% | +51.7% | -70.3% | -28.3% |
| All | -30.2% | +67.8% | -98.0% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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