+11,623.2%
TER vs BIIB
+7,261.0%
+4,362.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.8% |
| 7D | +0.6% | +1.1% | -0.4% | +0.4% |
| 30D | -8.3% | +6.9% | -15.1% | -9.5% |
| 3M | -12.2% | +12.4% | -24.6% | -14.7% |
| 6M | +17.1% | +16.3% | +0.8% | +12.4% |
| YTD | +84.7% | +25.5% | +59.2% | +74.3% |
| 1Y | +199.9% | +57.8% | +142.1% | +170.2% |
| 3Y | +232.8% | -17.3% | +250.1% | +238.0% |
| 5Y | +198.6% | -33.8% | +232.4% | +211.2% |
| 10Y | +1,669.7% | -29.6% | +1,699.3% | +1,583.0% |
| All | +11,623.2% | +7,261.0% | +4,362.2% | +4,619.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling