-38.4%
U vs BIIB
-21.8%
-16.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.8% |
| 7D | 0.0% | -4.0% | +4.0% | +1.1% |
| 30D | -4.1% | +5.7% | -9.8% | -5.8% |
| 3M | +57.8% | +10.9% | +46.9% | +51.6% |
| 6M | +103.5% | +14.3% | +89.2% | +92.1% |
| YTD | -4.8% | +22.4% | -27.2% | -13.0% |
| 1Y | -2.4% | +51.1% | -53.5% | -17.6% |
| 3Y | +11.7% | -16.8% | +28.5% | +14.2% |
| 5Y | -68.9% | -28.1% | -40.7% | -67.9% |
| All | -38.4% | -21.8% | -16.6% | -35.2% |
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