+425.3%
M vs BIIB
+9,037.8%
-8,612.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.8% |
| 7D | +4.7% | +1.1% | +3.7% | +4.6% |
| 30D | -9.6% | +6.9% | -16.5% | -10.4% |
| 3M | +0.9% | +12.4% | -11.6% | -0.8% |
| 6M | +22.3% | +16.3% | +6.0% | +19.5% |
| YTD | +6.5% | +25.5% | -19.0% | +3.1% |
| 1Y | +38.8% | +57.8% | -19.0% | +30.4% |
| 3Y | +115.9% | -17.3% | +133.3% | +119.0% |
| 5Y | +28.6% | -33.8% | +62.4% | +32.6% |
| 10Y | -2.5% | -29.6% | +27.0% | -5.4% |
| All | +425.3% | +9,037.8% | -8,612.5% | +220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling