+67.2%
F vs BIIB
-21.7%
+88.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.7% |
| 7D | -3.9% | +2.7% | -6.6% | -4.3% |
| 30D | -0.5% | +9.4% | -9.9% | -1.9% |
| 3M | -12.9% | +19.9% | -32.8% | -15.3% |
| 6M | +1.5% | +25.6% | -24.1% | -2.3% |
| YTD | -5.0% | +42.3% | -47.3% | -10.5% |
| 1Y | -7.3% | +55.1% | -62.5% | -13.8% |
| 3Y | +45.3% | +11.4% | +33.8% | +39.9% |
| 5Y | -15.8% | -7.4% | -8.4% | -18.1% |
| All | +67.2% | -21.7% | +88.8% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling