+72.4%
TER vs BIIB
-6.3%
+78.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.6% | +10.1% | +12.0% |
| 7D | -5.8% | +2.4% | -8.1% | -6.1% |
| 30D | -38.9% | +12.9% | -51.8% | -40.9% |
| 3M | -35.1% | +22.6% | -57.7% | -38.9% |
| 6M | -31.6% | +31.7% | -63.3% | -37.6% |
| YTD | +27.2% | +44.8% | -17.6% | +10.8% |
| 1Y | +35.2% | +63.9% | -28.7% | +12.4% |
| 3Y | +192.8% | +13.5% | +179.3% | +168.1% |
| 5Y | +72.4% | -5.6% | +78.0% | +64.8% |
| All | +72.4% | -6.3% | +78.7% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling