+199.8%
TER vs BIIB
+55.8%
+144.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.1% | +5.3% |
| 7D | +0.6% | +1.1% | -0.5% | +0.7% |
| 30D | -8.3% | +6.9% | -15.2% | -7.7% |
| 3M | -12.2% | +12.4% | -24.7% | -11.2% |
| 6M | +17.0% | +16.3% | +0.8% | +19.0% |
| YTD | +84.6% | +25.5% | +59.1% | +86.0% |
| 1Y | +199.8% | +57.8% | +142.0% | +202.2% |
| All | +199.8% | +55.8% | +144.1% | +202.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling