-46.5%
COMP vs BIIB
-9.0%
-37.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +4.8% |
| 7D | +14.5% | +2.4% | +12.2% | +13.9% |
| 30D | +14.9% | +12.9% | +2.0% | +10.8% |
| 3M | -14.2% | +22.6% | -36.8% | -19.5% |
| 6M | +23.7% | +31.7% | -8.0% | +12.6% |
| YTD | +2.1% | +44.8% | -42.7% | -11.0% |
| 1Y | +26.2% | +63.9% | -37.7% | +5.2% |
| 3Y | +470.9% | +13.5% | +457.4% | +434.5% |
| 5Y | -14.0% | -5.6% | -8.4% | -19.6% |
| All | -46.5% | -9.0% | -37.5% | -50.1% |
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