+43.2%
TER vs BIIB
+68.6%
-25.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.2% | -9.0% | -6.4% |
| 7D | -19.9% | +4.3% | -24.1% | -19.1% |
| 30D | -43.5% | +13.8% | -57.3% | -42.1% |
| 3M | -37.8% | +22.1% | -59.9% | -35.5% |
| 6M | -25.6% | +35.9% | -61.5% | -21.8% |
| YTD | +29.8% | +44.6% | -14.8% | +34.5% |
| 1Y | +43.2% | +70.4% | -27.2% | +43.8% |
| All | +43.2% | +68.6% | -25.5% | +43.8% |
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