+1,057.8%
TER vs BIIB
-21.7%
+1,079.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | +24.0% | +2.7% | +21.3% | +23.4% |
| 30D | -30.6% | +9.4% | -40.1% | -32.0% |
| 3M | -34.5% | +19.9% | -54.4% | -37.2% |
| 6M | -26.4% | +25.6% | -52.0% | -30.6% |
| YTD | +36.4% | +42.3% | -5.9% | +23.8% |
| 1Y | +47.4% | +55.1% | -7.7% | +31.0% |
| 3Y | +202.6% | +11.4% | +191.1% | +186.0% |
| 5Y | +83.9% | -7.4% | +91.3% | +77.9% |
| All | +1,057.8% | -21.7% | +1,079.4% | +949.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling