+69.1%
OTIS vs BIIB
-25.9%
+95.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -3.0% | -1.7% | -1.3% | -2.8% |
| 30D | -6.0% | +4.0% | -10.0% | -6.5% |
| 3M | -0.9% | +8.6% | -9.5% | -1.9% |
| 6M | -17.3% | +14.0% | -31.3% | -18.8% |
| YTD | -19.6% | +23.4% | -43.0% | -21.8% |
| 1Y | -21.0% | +45.9% | -66.9% | -24.8% |
| 3Y | -12.1% | -16.1% | +4.0% | -12.2% |
| 5Y | -17.1% | -27.6% | +10.5% | -17.4% |
| All | +69.1% | -25.9% | +95.0% | +61.3% |
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