+72.6%
BWA vs BIIB
-16.5%
+89.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | -1.3% | -1.7% | +0.3% | -0.8% |
| 30D | -2.9% | +4.0% | -6.9% | -4.2% |
| 3M | -10.7% | +8.6% | -19.3% | -13.8% |
| 6M | +26.5% | +14.0% | +12.5% | +19.3% |
| YTD | +49.1% | +23.4% | +25.7% | +35.8% |
| 1Y | +52.1% | +45.9% | +6.2% | +29.0% |
| 3Y | +72.6% | -16.1% | +88.7% | +74.6% |
| All | +72.6% | -16.5% | +89.1% | +74.6% |
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