+7.1%
LOW vs BIIB
-29.7%
+36.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.6% | -5.4% | +4.7% | +0.6% |
| 30D | -9.3% | +1.7% | -11.0% | -9.7% |
| 3M | -8.1% | +5.8% | -13.9% | -9.5% |
| 6M | -19.8% | +11.9% | -31.7% | -22.3% |
| YTD | -16.4% | +19.7% | -36.1% | -20.5% |
| 1Y | -24.7% | +46.7% | -71.4% | -32.0% |
| 3Y | -8.8% | -18.6% | +9.8% | -7.6% |
| All | +7.1% | -29.7% | +36.8% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling