+2,327.9%
NDAQ vs BIIB
+549.3%
+1,778.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.5% |
| 7D | -2.4% | +1.1% | -3.5% | -2.7% |
| 30D | +2.5% | +6.9% | -4.4% | +1.0% |
| 3M | +9.9% | +12.4% | -2.5% | +7.0% |
| 6M | +9.4% | +16.3% | -6.8% | +5.5% |
| YTD | +0.4% | +25.5% | -25.1% | -5.0% |
| 1Y | +4.0% | +57.8% | -53.8% | -6.4% |
| 3Y | +94.4% | -17.3% | +111.7% | +97.0% |
| 5Y | +56.7% | -33.8% | +90.5% | +62.4% |
| 10Y | +375.3% | -29.6% | +404.9% | +337.2% |
| All | +2,327.9% | +549.3% | +1,778.6% | +1,107.2% |
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