+46.4%
RF vs BIIB
-7.5%
+53.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.5% |
| 3M | -7.9% | +20.3% | -28.2% | -11.4% |
| 6M | +10.5% | +23.9% | -13.4% | +5.2% |
| YTD | +9.6% | +44.0% | -34.3% | +0.3% |
| 1Y | +20.3% | +53.8% | -33.5% | +8.3% |
| 3Y | +119.5% | +13.8% | +105.7% | +107.3% |
| All | +46.4% | -7.5% | +53.9% | +43.9% |
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