-1.1%
M vs BIIB
-6.3%
+5.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.6% | +5.5% | +7.1% |
| 7D | +2.5% | +2.4% | +0.2% | +1.8% |
| 30D | +10.1% | +12.9% | -2.9% | +5.3% |
| 3M | -0.9% | +22.6% | -23.5% | -8.1% |
| 6M | +30.2% | +31.7% | -1.6% | +16.2% |
| YTD | +16.3% | +44.8% | -28.5% | -0.6% |
| 1Y | +27.0% | +63.9% | -36.9% | +3.2% |
| 3Y | +154.5% | +13.5% | +141.0% | +131.0% |
| 5Y | -1.1% | -5.6% | +4.5% | -4.0% |
| All | -1.1% | -6.3% | +5.2% | -4.0% |
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