+207.2%
C vs BIIB
-21.7%
+228.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | +4.7% | +2.7% | +2.1% | +4.3% |
| 30D | +0.2% | +9.4% | -9.3% | -1.3% |
| 3M | -9.3% | +19.9% | -29.3% | -12.0% |
| 6M | -0.8% | +25.6% | -26.5% | -4.8% |
| YTD | +8.5% | +42.3% | -33.8% | +1.8% |
| 1Y | +23.1% | +55.1% | -32.0% | +13.8% |
| 3Y | +220.8% | +11.4% | +209.3% | +209.1% |
| 5Y | +112.4% | -7.4% | +119.8% | +107.4% |
| All | +207.2% | -21.7% | +228.8% | +175.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling