+526.5%
P vs BIIB
-10.3%
+536.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.4% | +4.4% |
| 7D | -4.7% | -0.4% | -4.3% | -4.5% |
| 30D | -31.4% | +10.5% | -41.9% | -32.6% |
| 3M | -2.6% | +24.3% | -26.9% | -6.3% |
| 6M | +21.9% | +28.0% | -6.1% | +15.9% |
| YTD | +58.9% | +44.0% | +14.9% | +47.4% |
| 1Y | +21.7% | +58.8% | -37.1% | +10.8% |
| 3Y | +193.3% | +12.7% | +180.6% | +180.2% |
| 5Y | +275.1% | -4.9% | +280.1% | +263.8% |
| 10Y | +655.3% | -20.6% | +675.9% | +601.0% |
| All | +526.5% | -10.3% | +536.7% | +466.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling