-9.4%
BITO vs BIIB
-22.0%
+12.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.1% | -5.4% | +6.4% | +2.3% |
| 30D | +21.8% | +1.7% | +20.0% | +21.3% |
| 3M | +25.0% | +5.8% | +19.2% | +22.7% |
| 6M | +11.3% | +11.9% | -0.6% | +7.3% |
| YTD | -12.7% | +19.7% | -32.4% | -17.6% |
| 1Y | -32.3% | +46.7% | -79.0% | -39.7% |
| 3Y | +150.3% | -18.6% | +169.0% | +159.4% |
| All | -9.4% | -22.0% | +12.6% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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