+9.1%
IR vs BIIB
+68.6%
-59.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -0.8% |
| 7D | +11.6% | +4.3% | +7.3% | +10.9% |
| 30D | +7.2% | +13.8% | -6.6% | +4.9% |
| 3M | -5.9% | +22.1% | -28.0% | -8.8% |
| 6M | +11.5% | +35.9% | -24.5% | +6.0% |
| YTD | +6.3% | +44.6% | -38.2% | -1.6% |
| 1Y | +9.1% | +70.4% | -61.3% | -8.6% |
| All | +9.1% | +68.6% | -59.5% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling