-31.1%
ORCL vs BIIB
+51.8%
-82.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.1% | +1.9% |
| 7D | +15.0% | -1.6% | +16.6% | +14.8% |
| 30D | +10.5% | +2.2% | +8.3% | +10.8% |
| 3M | -23.0% | +10.3% | -33.3% | -21.6% |
| 6M | +7.0% | +14.9% | -8.0% | +8.8% |
| YTD | -15.8% | +20.7% | -36.6% | -14.3% |
| 1Y | -31.1% | +50.3% | -81.4% | -25.4% |
| All | -31.1% | +51.8% | -82.9% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling