+209.8%
RF vs BIIB
-21.7%
+231.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +0.4% | +2.7% | -2.3% | 0.0% |
| 30D | +5.6% | +9.4% | -3.9% | +4.3% |
| 3M | -8.9% | +19.9% | -28.8% | -11.1% |
| 6M | +7.1% | +25.6% | -18.6% | +3.5% |
| YTD | +8.3% | +42.3% | -34.0% | +2.6% |
| 1Y | +16.8% | +55.1% | -38.3% | +9.3% |
| 3Y | +115.0% | +11.4% | +103.6% | +108.0% |
| 5Y | +46.4% | -7.4% | +53.8% | +43.1% |
| All | +209.8% | -21.7% | +231.5% | +180.4% |
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