+3,423.2%
BWA vs BIIB
+27,997.3%
-24,574.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | +0.1% | -5.4% | +5.5% | +0.8% |
| 30D | -5.6% | +1.7% | -7.3% | -5.8% |
| 3M | -10.7% | +5.8% | -16.5% | -11.6% |
| 6M | +23.2% | +11.9% | +11.2% | +20.8% |
| YTD | +46.0% | +19.7% | +26.2% | +41.8% |
| 1Y | +51.2% | +46.7% | +4.4% | +42.7% |
| 3Y | +69.6% | -18.6% | +88.2% | +72.0% |
| 5Y | +86.6% | -29.8% | +116.4% | +90.5% |
| 10Y | +152.3% | -28.8% | +181.1% | +142.1% |
| All | +3,423.2% | +27,997.3% | -24,574.2% | +1,963.9% |
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