+30.2%
OMC vs BIIB
-28.1%
+58.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -4.4% | -1.7% | -2.7% | -4.0% |
| 30D | -7.6% | +4.0% | -11.6% | -8.4% |
| 3M | +4.5% | +8.6% | -4.1% | +2.5% |
| 6M | -0.3% | +14.0% | -14.3% | -3.4% |
| YTD | -0.1% | +23.4% | -23.5% | -5.3% |
| 1Y | +4.6% | +45.9% | -41.3% | -4.8% |
| 3Y | +10.5% | -16.1% | +26.6% | +9.6% |
| All | +30.2% | -28.1% | +58.3% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling