-99.9%
BIYA vs BIIB
+79.4%
-179.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | +9.0% | +2.0% | +7.0% | +7.9% |
| 30D | -12.9% | +8.8% | -21.8% | -16.7% |
| 3M | -54.7% | +20.3% | -75.0% | -58.9% |
| 6M | -85.1% | +23.9% | -109.0% | -86.9% |
| YTD | -96.9% | +44.0% | -140.9% | -97.5% |
| 1Y | -98.5% | +53.8% | -152.4% | -98.9% |
| All | -99.9% | +79.4% | -179.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling