+28.2%
M vs BIIB
-35.6%
+63.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -1.3% |
| 7D | +2.4% | -1.6% | +4.0% | +2.9% |
| 30D | -11.6% | +2.2% | -13.8% | -12.3% |
| 3M | +1.6% | +10.3% | -8.7% | -2.6% |
| 6M | +25.2% | +14.9% | +10.3% | +17.2% |
| YTD | +3.8% | +20.7% | -17.0% | -4.8% |
| 1Y | +36.3% | +50.3% | -14.0% | +14.6% |
| 3Y | +116.3% | -18.0% | +134.3% | +119.2% |
| 5Y | +28.2% | -33.9% | +62.1% | +16.0% |
| All | +28.2% | -35.6% | +63.8% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling