+1,895.7%
TER vs BIIB
-30.8%
+1,926.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +4.0% | +3.3% |
| 7D | +12.4% | -5.4% | +17.7% | +13.6% |
| 30D | +5.1% | +1.7% | +3.4% | +4.5% |
| 3M | +4.0% | +5.8% | -1.9% | +1.9% |
| 6M | +29.5% | +11.9% | +17.6% | +24.4% |
| YTD | +98.5% | +19.7% | +78.7% | +87.2% |
| 1Y | +234.1% | +46.7% | +187.3% | +199.6% |
| 3Y | +289.0% | -18.6% | +307.7% | +293.3% |
| 5Y | +228.2% | -29.8% | +258.0% | +235.7% |
| 10Y | +1,895.7% | -28.8% | +1,924.5% | +1,777.3% |
| All | +1,895.7% | -30.8% | +1,926.5% | +1,777.3% |
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