+143.8%
GOOGL vs BIIB
-19.0%
+162.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.2% |
| 7D | -1.9% | -5.4% | +3.5% | -1.4% |
| 30D | -7.5% | +1.7% | -9.2% | -7.6% |
| 3M | -9.2% | +5.8% | -15.0% | -9.9% |
| 6M | +8.1% | +11.9% | -3.9% | +6.3% |
| YTD | +5.8% | +19.7% | -13.9% | +2.8% |
| 1Y | +38.3% | +46.7% | -8.4% | +30.0% |
| All | +143.8% | -19.0% | +162.8% | +147.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling