+116.3%
M vs BIIB
-19.0%
+135.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -1.1% |
| 7D | +2.4% | -1.6% | +4.0% | +3.0% |
| 30D | -11.6% | +2.2% | -13.8% | -12.5% |
| 3M | +1.6% | +10.3% | -8.7% | -3.5% |
| 6M | +25.2% | +14.9% | +10.3% | +15.3% |
| YTD | +3.8% | +20.7% | -17.0% | -7.0% |
| 1Y | +36.3% | +50.3% | -14.0% | +8.1% |
| 3Y | +116.3% | -18.0% | +134.3% | +119.8% |
| All | +116.3% | -19.0% | +135.3% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling