+2,187.7%
EXC vs BIIB
+7,261.0%
-5,073.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -1.0% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | -3.7% | +6.9% | -10.6% | -4.1% |
| 3M | -1.3% | +12.4% | -13.7% | -2.0% |
| 6M | -9.7% | +16.3% | -26.0% | -10.6% |
| YTD | +2.9% | +25.5% | -22.6% | +1.4% |
| 1Y | +4.4% | +57.8% | -53.4% | +1.4% |
| 3Y | +22.2% | -17.3% | +39.6% | +22.7% |
| 5Y | +46.7% | -33.8% | +80.5% | +48.1% |
| 10Y | +155.3% | -29.6% | +184.9% | +151.2% |
| All | +2,187.7% | +7,261.0% | -5,073.3% | +1,704.5% |
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 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