+11.9%
U vs BIIB
-19.0%
+30.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +4.4% | -5.4% | +9.7% | +5.5% |
| 30D | -1.3% | +1.7% | -3.0% | -1.7% |
| 3M | +49.6% | +5.8% | +43.7% | +46.9% |
| 6M | +100.2% | +11.9% | +88.2% | +92.4% |
| YTD | -3.7% | +19.7% | -23.4% | -10.8% |
| 1Y | -6.5% | +46.7% | -53.3% | -20.9% |
| All | +11.9% | -19.0% | +30.9% | +28.0% |
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