+375.1%
META vs BIIB
-31.7%
+406.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.2% | +0.3% |
| 7D | +6.0% | -1.6% | +7.7% | +6.4% |
| 30D | +3.6% | +2.2% | +1.4% | +3.0% |
| 3M | +4.9% | +10.3% | -5.4% | +1.9% |
| 6M | -4.7% | +14.9% | -19.6% | -8.4% |
| YTD | -6.9% | +20.7% | -27.6% | -11.9% |
| 1Y | -18.2% | +50.3% | -68.5% | -26.7% |
| 3Y | +107.8% | -18.0% | +125.7% | +110.4% |
| 5Y | +63.9% | -33.9% | +97.8% | +70.5% |
| 10Y | +375.1% | -30.9% | +406.0% | +362.5% |
| All | +375.1% | -31.7% | +406.8% | +362.5% |
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