+30,845.7%
LOW vs BIIB
+6,983.3%
+23,862.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.3% |
| 7D | +0.4% | -1.6% | +2.0% | +0.6% |
| 30D | -10.1% | +2.2% | -12.3% | -10.4% |
| 3M | -2.9% | +10.3% | -13.2% | -4.1% |
| 6M | -19.4% | +14.9% | -34.4% | -21.0% |
| YTD | -15.4% | +20.7% | -36.2% | -17.6% |
| 1Y | -24.9% | +50.3% | -75.3% | -28.9% |
| 3Y | -7.8% | -18.0% | +10.1% | -6.8% |
| 5Y | +8.4% | -33.9% | +42.3% | +11.0% |
| 10Y | +226.8% | -30.9% | +257.7% | +219.3% |
| All | +30,845.7% | +6,983.3% | +23,862.3% | +19,339.5% |
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