-18.6%
BIIB vs JAAA
+18.9%
-37.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -5.4% | +0.1% | -5.5% | -5.6% |
| 30D | +1.7% | +0.5% | +1.3% | +0.5% |
| 3M | +5.8% | +1.2% | +4.6% | +2.5% |
| 6M | +11.9% | +2.7% | +9.2% | +4.5% |
| YTD | +19.7% | +3.2% | +16.5% | +10.5% |
| 1Y | +46.7% | +4.8% | +41.9% | +30.1% |
| All | -18.6% | +18.9% | -37.5% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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