+200.5%
P vs BIIB
+13.5%
+187.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | +11.6% | +2.0% | +9.6% | +11.5% |
| 30D | -23.7% | +8.8% | -32.5% | -23.8% |
| 3M | -8.0% | +20.3% | -28.3% | -8.4% |
| 6M | +27.9% | +23.9% | +4.0% | +26.9% |
| YTD | +61.2% | +44.0% | +17.2% | +57.0% |
| 1Y | +28.6% | +53.8% | -25.2% | +24.5% |
| 3Y | +200.5% | +13.8% | +186.6% | +166.5% |
| All | +200.5% | +13.5% | +187.0% | +166.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling