+261.5%
RF vs BIIB
-18.3%
+279.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.8% |
| 7D | -0.1% | +2.4% | -2.5% | -0.4% |
| 30D | +7.0% | +12.9% | -5.9% | +5.3% |
| 3M | -7.0% | +22.6% | -29.6% | -9.6% |
| 6M | +6.8% | +31.7% | -25.0% | +2.5% |
| YTD | +9.9% | +44.8% | -34.9% | +3.9% |
| 1Y | +21.1% | +63.9% | -42.8% | +12.5% |
| 3Y | +119.6% | +13.5% | +106.2% | +111.9% |
| 5Y | +46.2% | -5.6% | +51.8% | +42.5% |
| 10Y | +261.5% | -20.3% | +281.8% | +243.6% |
| All | +261.5% | -18.3% | +279.8% | +243.6% |
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