+90.1%
RF vs BIIB
-33.3%
+123.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.3% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | -3.6% | +6.9% | -10.5% | -4.9% |
| 3M | +8.1% | +12.4% | -4.3% | +5.2% |
| 6M | +11.5% | +16.3% | -4.8% | +7.3% |
| YTD | +15.6% | +25.5% | -9.9% | +8.9% |
| 1Y | +15.7% | +57.8% | -42.1% | +3.1% |
| 3Y | +86.9% | -17.3% | +104.2% | +87.6% |
| All | +90.1% | -33.3% | +123.5% | +95.9% |
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