+5,112.2%
OMC vs BIIB
+7,261.0%
-2,148.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | -6.4% | +1.1% | -7.5% | -6.5% |
| 30D | +1.1% | +6.9% | -5.8% | +0.4% |
| 3M | +10.4% | +12.4% | -2.0% | +9.0% |
| 6M | -1.7% | +16.3% | -18.0% | -3.4% |
| YTD | +4.4% | +25.5% | -21.0% | +1.7% |
| 1Y | +8.4% | +57.8% | -49.4% | +3.1% |
| 3Y | +14.4% | -17.3% | +31.7% | +15.3% |
| 5Y | +33.9% | -33.8% | +67.7% | +36.4% |
| 10Y | +34.9% | -29.6% | +64.4% | +30.2% |
| All | +5,112.2% | +7,261.0% | -2,148.8% | +3,370.1% |
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