-71.5%
S vs BIIB
-35.6%
-35.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.0% |
| 7D | -5.8% | -1.6% | -4.2% | -5.4% |
| 30D | -9.2% | +2.2% | -11.4% | -10.0% |
| 3M | +23.4% | +10.3% | +13.0% | +17.9% |
| 6M | +36.9% | +14.9% | +22.0% | +28.0% |
| YTD | +29.5% | +20.7% | +8.8% | +18.1% |
| 1Y | +5.4% | +50.3% | -44.9% | -12.1% |
| 3Y | +14.7% | -18.0% | +32.6% | +21.2% |
| 5Y | -71.5% | -33.9% | -37.6% | -67.1% |
| All | -71.5% | -35.6% | -35.9% | -67.1% |
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