+361.0%
ORLY vs BIIB
-26.2%
+387.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -2.4% | -1.7% | -0.7% | -2.2% |
| 30D | -6.8% | +4.0% | -10.7% | -7.2% |
| 3M | -4.8% | +8.6% | -13.3% | -5.8% |
| 6M | -9.1% | +14.0% | -23.1% | -10.7% |
| YTD | -5.9% | +23.4% | -29.3% | -8.5% |
| 1Y | -20.4% | +45.9% | -66.3% | -24.1% |
| 3Y | +36.6% | -16.1% | +52.7% | +37.4% |
| 5Y | +117.3% | -27.6% | +144.9% | +119.1% |
| All | +361.0% | -26.2% | +387.2% | +350.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling