-49.3%
COMP vs BIIB
-11.3%
-38.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.9% | +10.1% |
| 7D | +13.4% | -2.1% | +15.5% | +14.4% |
| 30D | +11.1% | +11.8% | -0.7% | +7.4% |
| 3M | -18.8% | +20.4% | -39.2% | -23.4% |
| 6M | +10.5% | +30.2% | -19.7% | +0.8% |
| YTD | -3.4% | +41.1% | -44.5% | -15.1% |
| 1Y | +19.7% | +58.4% | -38.8% | +0.8% |
| 3Y | +381.6% | -0.1% | +381.7% | +371.1% |
| 5Y | -17.6% | -10.9% | -6.7% | -22.3% |
| All | -49.3% | -11.3% | -38.0% | -52.4% |
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