+1,511.3%
META vs BIIB
+86.6%
+1,424.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | -0.8% | -2.1% | +1.3% | -0.3% |
| 30D | -15.4% | +11.8% | -27.2% | -17.6% |
| 3M | +3.5% | +20.4% | -16.9% | -0.9% |
| 6M | -0.3% | +30.2% | -30.5% | -6.9% |
| YTD | -7.3% | +41.1% | -48.4% | -15.5% |
| 1Y | -1.1% | +58.4% | -59.5% | -12.3% |
| 3Y | +95.1% | -0.1% | +95.2% | +88.6% |
| 5Y | +80.6% | -10.9% | +91.5% | +76.4% |
| 10Y | +410.1% | -10.3% | +420.5% | +353.6% |
| All | +1,511.3% | +86.6% | +1,424.6% | +950.2% |
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