-99.8%
BIYA vs BIIB
+49.2%
-149.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +2.7% | -5.4% | +8.1% | +5.6% |
| 30D | -16.7% | +1.7% | -18.4% | -17.8% |
| 3M | -74.6% | +5.8% | -80.5% | -75.8% |
| 6M | -85.4% | +11.9% | -97.3% | -86.5% |
| YTD | -94.2% | +19.7% | -113.9% | -94.9% |
| 1Y | -98.6% | +46.7% | -145.3% | -98.9% |
| All | -99.8% | +49.2% | -149.0% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling