+74,373.8%
ORCL vs BIIB
+7,261.0%
+67,112.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.3% |
| 7D | +5.3% | +1.1% | +4.2% | +5.1% |
| 30D | +10.0% | +6.9% | +3.1% | +8.8% |
| 3M | -32.6% | +12.4% | -45.0% | -34.2% |
| 6M | +4.9% | +16.3% | -11.3% | +1.6% |
| YTD | -17.8% | +25.5% | -43.2% | -21.6% |
| 1Y | -28.0% | +57.8% | -85.8% | -34.2% |
| 3Y | +36.0% | -17.3% | +53.4% | +36.9% |
| 5Y | +88.7% | -33.8% | +122.5% | +93.5% |
| 10Y | +346.9% | -29.6% | +376.5% | +318.4% |
| All | +74,373.8% | +7,261.0% | +67,112.8% | +28,128.1% |
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