+208.1%
C vs BIIB
-0.5%
+208.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.2% |
| 7D | -2.4% | -2.1% | -0.3% | -2.0% |
| 30D | -6.0% | +11.8% | -17.8% | -7.8% |
| 3M | -10.5% | +20.4% | -30.9% | -13.5% |
| 6M | -5.7% | +30.2% | -36.0% | -10.4% |
| YTD | +4.1% | +41.1% | -37.0% | -3.3% |
| 1Y | +20.5% | +58.4% | -38.0% | +9.0% |
| 3Y | +208.1% | -0.1% | +208.2% | +210.6% |
| All | +208.1% | -0.5% | +208.6% | +210.6% |
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