+76.2%
O vs BIIB
-20.7%
+96.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -0.4% | +2.0% | -2.4% | -0.6% |
| 30D | +7.1% | +8.8% | -1.7% | +6.2% |
| 3M | -5.2% | +20.3% | -25.5% | -7.0% |
| 6M | -1.8% | +23.9% | -25.7% | -4.1% |
| YTD | +9.1% | +44.0% | -34.9% | +4.7% |
| 1Y | +9.7% | +53.8% | -44.1% | +4.5% |
| 3Y | +39.1% | +13.8% | +25.3% | +35.5% |
| 5Y | +8.4% | -6.3% | +14.6% | +6.3% |
| All | +76.2% | -20.7% | +96.9% | +71.3% |
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