-28.1%
BIIB vs JAAA
+26.8%
-54.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | +5.7% | +0.4% | +5.2% | +5.4% |
| 3M | +10.9% | +1.2% | +9.7% | +10.3% |
| 6M | +14.3% | +2.7% | +11.7% | +13.1% |
| YTD | +22.4% | +3.2% | +19.2% | +20.8% |
| 1Y | +51.1% | +4.8% | +46.2% | +48.3% |
| 3Y | -16.8% | +19.0% | -35.8% | -13.2% |
| 5Y | -28.1% | +26.8% | -54.9% | -19.0% |
| All | -28.1% | +26.8% | -54.9% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling