+47.4%
TER vs BIIB
+56.5%
-9.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.9% |
| 7D | +24.0% | +2.7% | +21.3% | +24.4% |
| 30D | -30.6% | +9.4% | -40.1% | -29.3% |
| 3M | -34.5% | +19.9% | -54.4% | -32.2% |
| 6M | -26.4% | +25.6% | -52.0% | -23.1% |
| YTD | +36.4% | +42.3% | -5.9% | +41.4% |
| 1Y | +47.4% | +55.1% | -7.7% | +50.5% |
| All | +47.4% | +56.5% | -9.1% | +50.5% |
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 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