+26.7%
BTDR vs BIIB
-36.3%
+63.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.1% | +2.7% |
| 7D | +22.4% | -1.6% | +24.1% | +22.6% |
| 30D | +16.5% | +2.2% | +14.3% | +16.2% |
| 3M | -31.5% | +10.3% | -41.8% | -32.5% |
| 6M | +74.0% | +14.9% | +59.1% | +70.1% |
| YTD | +13.0% | +20.7% | -7.7% | +9.6% |
| 1Y | -0.2% | +50.3% | -50.6% | -6.9% |
| 3Y | +9.9% | -18.0% | +27.8% | +5.5% |
| 5Y | +28.1% | -33.9% | +62.0% | +24.7% |
| All | +26.7% | -36.3% | +63.0% | +23.9% |
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 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