-6.5%
M vs BIIB
-28.4%
+21.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.0% |
| 7D | -4.1% | -5.4% | +1.3% | -3.1% |
| 30D | -13.6% | +1.7% | -15.4% | -13.9% |
| 3M | -2.3% | +5.8% | -8.1% | -3.6% |
| 6M | +21.9% | +11.9% | +10.0% | +18.5% |
| YTD | -0.6% | +19.7% | -20.3% | -4.7% |
| 1Y | +29.7% | +46.7% | -17.0% | +19.6% |
| 3Y | +107.3% | -18.6% | +125.9% | +109.2% |
| 5Y | +20.5% | -29.8% | +50.3% | +21.6% |
| All | -6.5% | -28.4% | +21.8% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling