+38.5%
D vs BIIB
-30.8%
+69.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -0.4% | -5.4% | +4.9% | +0.1% |
| 30D | -2.1% | +1.7% | -3.8% | -2.3% |
| 3M | -0.7% | +5.8% | -6.6% | -1.5% |
| 6M | +5.6% | +11.9% | -6.4% | +4.0% |
| YTD | +14.6% | +19.7% | -5.2% | +11.8% |
| 1Y | +15.3% | +46.7% | -31.4% | +9.9% |
| 3Y | +59.1% | -18.6% | +77.8% | +59.9% |
| 5Y | +3.9% | -29.8% | +33.7% | +4.9% |
| 10Y | +38.5% | -28.8% | +67.3% | +36.5% |
| All | +38.5% | -30.8% | +69.3% | +36.5% |
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