-10.9%
M vs BIIB
-26.8%
+15.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.9% | -5.1% |
| 7D | -8.8% | -4.0% | -4.7% | -8.1% |
| 30D | -16.4% | +5.7% | -22.1% | -17.3% |
| 3M | -10.8% | +10.9% | -21.7% | -12.8% |
| 6M | +16.1% | +14.3% | +1.8% | +12.4% |
| YTD | -5.3% | +22.4% | -27.7% | -9.5% |
| 1Y | +24.9% | +51.1% | -26.2% | +14.4% |
| 3Y | +97.5% | -16.8% | +114.4% | +98.5% |
| 5Y | +20.4% | -28.1% | +48.5% | +21.0% |
| All | -10.9% | -26.8% | +15.8% | -15.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling