+2,627.5%
NDAQ vs BIIB
+645.1%
+1,982.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -0.4% |
| 7D | +1.3% | +2.0% | -0.8% | +0.8% |
| 30D | +18.0% | +8.8% | +9.1% | +16.0% |
| 3M | +11.5% | +20.3% | -8.8% | +7.3% |
| 6M | +21.1% | +23.9% | -2.8% | +15.4% |
| YTD | +12.8% | +44.0% | -31.2% | +3.7% |
| 1Y | +25.7% | +53.8% | -28.1% | +13.9% |
| 3Y | +116.8% | +13.8% | +103.0% | +106.0% |
| 5Y | +67.3% | -6.3% | +73.6% | +61.6% |
| 10Y | +473.3% | -20.6% | +493.9% | +416.1% |
| All | +2,627.5% | +645.1% | +1,982.5% | +1,218.6% |
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