+264.3%
BIIB vs BTG
+385.9%
-121.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | -5.4% | +2.4% | -7.8% | -5.4% |
| 30D | +1.7% | +9.5% | -7.7% | +1.4% |
| 3M | +5.8% | +38.5% | -32.7% | +4.4% |
| 6M | +11.9% | +5.6% | +6.3% | +11.4% |
| YTD | +19.7% | +23.9% | -4.2% | +18.2% |
| 1Y | +46.7% | +32.1% | +14.6% | +44.3% |
| 3Y | -18.6% | +103.2% | -121.8% | -21.7% |
| 5Y | -29.8% | +79.7% | -109.5% | -32.4% |
| 10Y | -28.8% | +159.1% | -188.0% | -32.7% |
| All | +264.3% | +385.9% | -121.5% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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