+3,477.2%
BWA vs BIIB
+28,233.3%
-24,756.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.4% |
| 7D | +4.3% | -1.6% | +5.9% | +4.5% |
| 30D | -2.9% | +2.2% | -5.1% | -3.2% |
| 3M | -12.4% | +10.3% | -22.7% | -13.8% |
| 6M | +28.6% | +14.9% | +13.6% | +25.6% |
| YTD | +48.2% | +20.7% | +27.5% | +43.8% |
| 1Y | +50.9% | +50.3% | +0.6% | +42.0% |
| 3Y | +72.2% | -18.0% | +90.1% | +74.5% |
| 5Y | +91.1% | -33.9% | +125.0% | +96.4% |
| 10Y | +144.0% | -30.9% | +175.0% | +135.0% |
| All | +3,477.2% | +28,233.3% | -24,756.2% | +1,993.2% |
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