+277.2%
TER vs BIIB
-19.0%
+296.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +8.0% | +5.1% |
| 7D | +11.0% | -1.6% | +12.6% | +11.3% |
| 30D | -1.9% | +2.2% | -4.1% | -2.7% |
| 3M | -0.7% | +10.3% | -11.0% | -4.7% |
| 6M | +36.4% | +14.9% | +21.4% | +27.4% |
| YTD | +92.4% | +20.7% | +71.7% | +74.7% |
| 1Y | +213.5% | +50.3% | +163.2% | +154.7% |
| 3Y | +277.2% | -18.0% | +295.2% | +278.4% |
| All | +277.2% | -19.0% | +296.2% | +278.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling