+11.1%
OMC vs BIIB
-17.2%
+28.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.8% | +1.0% |
| 7D | -6.2% | -4.0% | -2.2% | -5.3% |
| 30D | -7.6% | +5.7% | -13.2% | -8.8% |
| 3M | +7.4% | +10.9% | -3.5% | +4.4% |
| 6M | +0.1% | +14.3% | -14.2% | -3.6% |
| YTD | +0.4% | +22.4% | -22.0% | -5.7% |
| 1Y | +7.8% | +51.1% | -43.3% | -5.7% |
| All | +11.1% | -17.2% | +28.3% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling