+883.8%
RF vs BIIB
+7,261.0%
-6,377.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | +1.3% | +1.1% | +0.2% | +1.2% |
| 30D | -3.6% | +6.9% | -10.5% | -4.3% |
| 3M | +8.1% | +12.4% | -4.3% | +6.5% |
| 6M | +11.5% | +16.3% | -4.8% | +9.2% |
| YTD | +15.6% | +25.5% | -9.9% | +12.2% |
| 1Y | +15.7% | +57.8% | -42.1% | +9.3% |
| 3Y | +86.9% | -17.3% | +104.2% | +88.6% |
| 5Y | +89.8% | -33.8% | +123.6% | +93.9% |
| 10Y | +344.7% | -29.6% | +374.3% | +329.4% |
| All | +883.8% | +7,261.0% | -6,377.2% | +562.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling