+436.0%
META vs BIIB
-21.3%
+457.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +3.3% | +1.7% | +1.5% | +2.9% |
| 30D | -10.8% | +12.2% | -23.0% | -13.0% |
| 3M | +7.9% | +22.3% | -14.4% | +3.1% |
| 6M | +5.4% | +30.9% | -25.5% | -1.5% |
| YTD | -2.6% | +43.9% | -46.5% | -11.4% |
| 1Y | +1.9% | +62.1% | -60.2% | -9.9% |
| 3Y | +97.0% | +12.7% | +84.3% | +85.5% |
| 5Y | +97.6% | -5.1% | +102.8% | +90.6% |
| 10Y | +436.0% | -21.9% | +458.0% | +401.4% |
| All | +436.0% | -21.3% | +457.4% | +401.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling