+5,387.7%
O vs BIIB
+55,688.7%
-50,300.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -0.7% | +1.1% | -1.8% | -0.8% |
| 30D | -1.9% | +6.9% | -8.8% | -2.5% |
| 3M | +3.8% | +12.4% | -8.6% | +2.6% |
| 6M | -4.7% | +16.3% | -21.0% | -6.3% |
| YTD | +12.5% | +25.5% | -13.0% | +9.7% |
| 1Y | +10.8% | +57.8% | -47.0% | +5.7% |
| 3Y | +28.8% | -17.3% | +46.1% | +29.6% |
| 5Y | +13.2% | -33.8% | +47.0% | +15.0% |
| 10Y | +53.5% | -29.6% | +83.0% | +48.6% |
| All | +5,387.7% | +55,688.7% | -50,300.9% | +3,536.0% |
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