+17.5%
P vs BIIB
+68.6%
-51.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -4.7% |
| 7D | -19.4% | +4.3% | -23.6% | -18.9% |
| 30D | -22.3% | +13.8% | -36.1% | -21.2% |
| 3M | +33.2% | +22.1% | +11.1% | +35.9% |
| 6M | +53.6% | +35.9% | +17.7% | +55.0% |
| YTD | +66.8% | +44.6% | +22.2% | +63.5% |
| 1Y | +17.5% | +70.4% | -52.9% | +7.9% |
| All | +17.5% | +68.6% | -51.1% | +7.9% |
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