+711.4%
F vs BIIB
+8,178.3%
-7,467.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.9% |
| 7D | +1.6% | -2.1% | +3.6% | +1.8% |
| 30D | +2.6% | +11.8% | -9.2% | +1.4% |
| 3M | -8.8% | +20.4% | -29.2% | -10.6% |
| 6M | +4.6% | +30.2% | -25.6% | +1.5% |
| YTD | -1.9% | +41.1% | -43.0% | -5.8% |
| 1Y | -0.8% | +58.4% | -59.2% | -5.8% |
| 3Y | +43.5% | -0.1% | +43.6% | +42.1% |
| 5Y | -12.1% | -10.9% | -1.2% | -12.6% |
| 10Y | +83.6% | -10.3% | +94.0% | +74.0% |
| All | +711.4% | +8,178.3% | -7,467.0% | +439.1% |
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