+25.8%
M vs BIIB
+61.6%
-35.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | +8.1% | +10.5% | -2.4% | +5.9% |
| 3M | +2.2% | +24.3% | -22.1% | -2.3% |
| 6M | +35.1% | +28.0% | +7.1% | +27.3% |
| YTD | +15.8% | +44.0% | -28.2% | +4.8% |
| 1Y | +25.8% | +58.8% | -33.0% | +5.4% |
| All | +25.8% | +61.6% | -35.8% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling