+42.1%
RF vs BIIB
-11.1%
+53.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | -0.9% | -2.1% | +1.2% | -0.5% |
| 30D | +6.0% | +11.8% | -5.8% | +3.6% |
| 3M | -8.9% | +20.4% | -29.3% | -12.4% |
| 6M | +2.3% | +30.2% | -27.9% | -3.7% |
| YTD | +7.6% | +41.1% | -33.6% | -1.2% |
| 1Y | +21.2% | +58.4% | -37.3% | +8.2% |
| 3Y | +108.5% | -0.1% | +108.6% | +101.7% |
| All | +42.1% | -11.1% | +53.3% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling