+22.8%
COMP vs BIIB
+64.0%
-41.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +5.2% |
| 7D | +14.5% | +2.4% | +12.2% | +14.2% |
| 30D | +14.9% | +12.9% | +2.0% | +13.6% |
| 3M | -14.2% | +22.6% | -36.8% | -15.6% |
| 6M | +23.7% | +31.7% | -8.0% | +21.5% |
| YTD | +2.1% | +44.8% | -42.7% | -0.5% |
| All | +22.8% | +64.0% | -41.2% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling