-26.6%
U vs BIIB
-9.1%
-17.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.4% |
| 7D | +2.8% | +2.7% | +0.1% | +2.1% |
| 30D | +7.6% | +9.4% | -1.8% | +4.3% |
| 3M | +12.7% | +19.9% | -7.2% | +6.2% |
| 6M | +87.0% | +25.6% | +61.3% | +72.0% |
| YTD | +13.6% | +42.3% | -28.7% | -1.2% |
| 1Y | +25.3% | +55.1% | -29.8% | +5.6% |
| 3Y | +85.8% | +11.4% | +74.4% | +72.3% |
| 5Y | -74.5% | -7.4% | -67.1% | -75.4% |
| All | -26.6% | -9.1% | -17.5% | -26.4% |
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