+2,293.0%
EXC vs BIIB
+8,395.7%
-6,102.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.6% | -0.1% |
| 7D | -1.7% | +2.4% | -4.1% | -1.9% |
| 30D | +9.3% | +12.9% | -3.6% | +8.6% |
| 3M | +1.0% | +22.6% | -21.5% | -0.2% |
| 6M | +5.9% | +31.7% | -25.8% | +4.2% |
| YTD | +7.6% | +44.8% | -37.2% | +5.1% |
| 1Y | +2.4% | +63.9% | -61.5% | -0.7% |
| 3Y | +30.2% | +13.5% | +16.8% | +28.5% |
| 5Y | +41.4% | -5.6% | +47.0% | +39.9% |
| 10Y | +183.8% | -20.3% | +204.1% | +177.2% |
| All | +2,293.0% | +8,395.7% | -6,102.6% | +1,771.9% |
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