+995.4%
TER vs BIIB
-20.7%
+1,016.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.5% | -5.6% |
| 7D | +14.4% | +2.0% | +12.3% | +13.9% |
| 30D | -30.6% | +8.8% | -39.4% | -31.8% |
| 3M | -39.2% | +20.3% | -59.5% | -41.8% |
| 6M | -31.3% | +23.9% | -55.2% | -35.0% |
| YTD | +29.1% | +44.0% | -14.9% | +16.8% |
| 1Y | +47.4% | +53.8% | -6.4% | +31.3% |
| 3Y | +191.2% | +13.8% | +177.4% | +174.0% |
| 5Y | +74.0% | -6.3% | +80.3% | +67.8% |
| All | +995.4% | -20.7% | +1,016.2% | +890.4% |
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