+1,913.9%
D vs BIIB
+7,261.0%
-5,347.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | +0.4% | +1.1% | -0.6% | +0.4% |
| 30D | -3.6% | +6.9% | -10.4% | -3.9% |
| 3M | -1.0% | +12.4% | -13.4% | -1.7% |
| 6M | +6.3% | +16.3% | -10.0% | +5.3% |
| YTD | +14.7% | +25.5% | -10.8% | +13.1% |
| 1Y | +16.9% | +57.8% | -40.9% | +13.8% |
| 3Y | +56.8% | -17.3% | +74.1% | +57.3% |
| 5Y | +5.2% | -33.8% | +39.0% | +6.0% |
| 10Y | +35.9% | -29.6% | +65.4% | +33.7% |
| All | +1,913.9% | +7,261.0% | -5,347.1% | +1,534.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling