-18.5%
OTIS vs BIIB
-28.2%
+9.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.3% | -2.4% |
| 7D | -5.0% | -4.0% | -1.0% | -4.4% |
| 30D | -6.5% | +5.7% | -12.1% | -7.4% |
| 3M | -2.0% | +10.9% | -12.9% | -3.8% |
| 6M | -20.2% | +14.3% | -34.5% | -22.2% |
| YTD | -21.0% | +22.4% | -43.4% | -24.1% |
| 1Y | -20.9% | +51.1% | -71.9% | -26.9% |
| 3Y | -13.3% | -16.8% | +3.5% | -13.1% |
| 5Y | -18.5% | -28.1% | +9.6% | -19.4% |
| All | -18.5% | -28.2% | +9.7% | -19.4% |
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 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