+3.2%
EXC vs BIIB
+61.6%
-58.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | -0.4% | -0.9% | -1.3% |
| 30D | +8.3% | +10.5% | -2.2% | +7.5% |
| 3M | +2.6% | +24.3% | -21.7% | +1.0% |
| 6M | +5.2% | +28.0% | -22.8% | +3.4% |
| YTD | +7.5% | +44.0% | -36.4% | +5.6% |
| 1Y | +3.2% | +58.8% | -55.7% | +0.8% |
| All | +3.2% | +61.6% | -58.5% | +0.8% |
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