-16.1%
BIIB vs BG
+18.0%
-34.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.0% |
| 7D | -1.7% | +3.1% | -4.8% | -2.1% |
| 30D | +4.0% | +10.2% | -6.3% | +2.4% |
| 3M | +8.6% | -1.7% | +10.3% | +8.8% |
| 6M | +14.0% | +1.0% | +13.0% | +13.5% |
| YTD | +23.4% | +39.9% | -16.5% | +15.3% |
| 1Y | +45.9% | +53.2% | -7.3% | +33.7% |
| 3Y | -16.1% | +16.3% | -32.4% | -24.3% |
| All | -16.1% | +18.0% | -34.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling