-26.3%
LOW vs BIIB
+51.4%
-77.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -3.7% | -1.7% | -2.1% | -3.6% |
| 30D | -8.9% | +4.0% | -12.8% | -9.3% |
| 3M | -10.4% | +8.6% | -19.0% | -11.2% |
| 6M | -19.4% | +14.0% | -33.4% | -20.7% |
| YTD | -17.1% | +23.4% | -40.5% | -18.8% |
| 1Y | -26.3% | +45.9% | -72.2% | -27.4% |
| All | -26.3% | +51.4% | -77.6% | -27.4% |
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 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