+119.5%
RF vs BIIB
+13.5%
+106.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +1.0% |
| 7D | +1.9% | +2.0% | -0.1% | +1.5% |
| 30D | +7.3% | +8.8% | -1.5% | +5.4% |
| 3M | -7.9% | +20.3% | -28.2% | -11.6% |
| 6M | +10.5% | +23.9% | -13.4% | +4.9% |
| YTD | +9.6% | +44.0% | -34.3% | -1.1% |
| 1Y | +20.3% | +53.8% | -33.5% | +6.2% |
| 3Y | +119.5% | +13.8% | +105.7% | +106.4% |
| All | +119.5% | +13.5% | +106.0% | +106.4% |
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 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