+176.6%
P vs BIIB
-0.5%
+177.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.5% |
| 7D | -23.8% | -2.1% | -21.7% | -23.7% |
| 30D | -36.6% | +11.8% | -48.4% | -36.7% |
| 3M | +10.9% | +20.4% | -9.5% | +10.4% |
| 6M | +30.0% | +30.2% | -0.3% | +28.1% |
| YTD | +44.4% | +41.1% | +3.3% | +40.8% |
| 1Y | +3.9% | +58.4% | -54.5% | +0.3% |
| 3Y | +176.6% | -0.1% | +176.7% | +170.7% |
| All | +176.6% | -0.5% | +177.0% | +170.7% |
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