-53.2%
S vs BIIB
-36.0%
-17.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | -7.7% | +1.1% | -8.8% | -8.1% |
| 30D | -5.3% | +6.9% | -12.2% | -7.6% |
| 3M | +20.3% | +12.4% | +7.9% | +14.4% |
| 6M | +47.4% | +16.3% | +31.1% | +37.5% |
| YTD | +32.5% | +25.5% | +7.1% | +19.5% |
| 1Y | +9.5% | +57.8% | -48.3% | -9.9% |
| 3Y | +15.5% | -17.3% | +32.9% | +21.9% |
| 5Y | -71.2% | -33.8% | -37.4% | -68.7% |
| All | -53.2% | -36.0% | -17.2% | -49.1% |
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 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