+649.0%
P vs BIIB
-21.7%
+670.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.5% | +3.6% |
| 7D | +17.8% | +2.7% | +15.1% | +17.3% |
| 30D | -29.9% | +9.4% | -39.3% | -30.9% |
| 3M | -1.2% | +19.9% | -21.1% | -4.3% |
| 6M | +32.1% | +25.6% | +6.5% | +26.1% |
| YTD | +64.3% | +42.3% | +22.0% | +52.7% |
| 1Y | +24.3% | +55.1% | -30.8% | +13.6% |
| 3Y | +203.2% | +11.4% | +191.8% | +190.3% |
| 5Y | +290.4% | -7.4% | +297.8% | +280.5% |
| All | +649.0% | -21.7% | +670.6% | +587.1% |
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