+10.3%
IR vs BIIB
-15.8%
+26.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -2.8% | +1.1% | -3.9% | -3.1% |
| 30D | -15.1% | +6.9% | -22.0% | -16.4% |
| 3M | +6.1% | +12.4% | -6.3% | +3.2% |
| 6M | -16.8% | +16.3% | -33.1% | -20.0% |
| YTD | -3.5% | +25.5% | -29.0% | -9.3% |
| 1Y | -3.5% | +57.8% | -61.3% | -14.6% |
| All | +10.3% | -15.8% | +26.1% | +5.4% |
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