+707.9%
P vs BIIB
-18.3%
+726.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +5.9% |
| 7D | -9.6% | +2.4% | -12.0% | -9.9% |
| 30D | -33.4% | +12.9% | -46.4% | -34.8% |
| 3M | +14.2% | +22.6% | -8.4% | +10.2% |
| 6M | +31.6% | +31.7% | -0.2% | +24.5% |
| YTD | +53.5% | +44.8% | +8.6% | +42.2% |
| 1Y | +14.2% | +63.9% | -49.7% | +3.3% |
| 3Y | +190.5% | +13.5% | +177.1% | +177.3% |
| 5Y | +256.3% | -5.6% | +262.0% | +246.2% |
| 10Y | +707.9% | -20.3% | +728.2% | +672.6% |
| All | +707.9% | -18.3% | +726.2% | +672.6% |
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