+35,218.3%
LOW vs BIIB
+8,346.7%
+26,871.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | 0.0% |
| 7D | +1.4% | +2.0% | -0.6% | +1.2% |
| 30D | +21.7% | +8.8% | +12.9% | +20.5% |
| 3M | +5.0% | +20.3% | -15.3% | +2.7% |
| 6M | +4.6% | +23.9% | -19.3% | +1.8% |
| YTD | -3.5% | +44.0% | -47.5% | -8.0% |
| 1Y | +0.5% | +53.8% | -53.3% | -4.9% |
| 3Y | +24.8% | +13.8% | +11.0% | +21.5% |
| 5Y | +6.5% | -6.3% | +12.7% | +4.8% |
| 10Y | +294.6% | -20.6% | +315.2% | +279.2% |
| All | +35,218.3% | +8,346.7% | +26,871.6% | +21,627.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling