-50.4%
COMP vs BIIB
-9.6%
-40.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -7.2% |
| 7D | +7.2% | +1.7% | +5.5% | +6.8% |
| 30D | +6.4% | +12.2% | -5.8% | +2.8% |
| 3M | -19.4% | +22.3% | -41.7% | -24.3% |
| 6M | +14.6% | +30.9% | -16.3% | +4.4% |
| YTD | -5.5% | +43.9% | -49.4% | -17.4% |
| 1Y | +13.7% | +62.1% | -48.4% | -4.9% |
| 3Y | +409.7% | +12.7% | +397.0% | +378.4% |
| 5Y | -17.0% | -5.1% | -11.9% | -22.2% |
| All | -50.4% | -9.6% | -40.9% | -53.7% |
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