+64.7%
D vs BIIB
-16.1%
+80.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +1.5% | +1.1% | +0.4% | +1.3% |
| 30D | -2.6% | +6.9% | -9.5% | -3.5% |
| 3M | 0.0% | +12.4% | -12.4% | -1.9% |
| 6M | +7.4% | +16.3% | -8.9% | +4.5% |
| YTD | +15.9% | +25.5% | -9.6% | +10.6% |
| 1Y | +18.1% | +57.8% | -39.7% | +6.5% |
| All | +64.7% | -16.1% | +80.8% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling