+324.1%
BIIB vs BG
+1,181.2%
-857.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -5.4% | +0.5% | -5.9% | -5.5% |
| 30D | +1.7% | +10.3% | -8.6% | -0.5% |
| 3M | +5.8% | -1.9% | +7.7% | +5.7% |
| 6M | +11.9% | +5.2% | +6.7% | +9.9% |
| YTD | +19.7% | +41.2% | -21.4% | +10.1% |
| 1Y | +46.7% | +50.5% | -3.8% | +32.7% |
| 3Y | -18.6% | +19.9% | -38.5% | -23.7% |
| 5Y | -29.8% | +86.7% | -116.5% | -41.5% |
| 10Y | -28.8% | +167.5% | -196.3% | -48.1% |
| All | +324.1% | +1,181.2% | -857.1% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling