+455.4%
V vs BIIB
-20.9%
+476.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +0.8% | +1.7% | -0.9% | +0.6% |
| 30D | +9.9% | +12.2% | -2.3% | +8.1% |
| 3M | +17.5% | +22.3% | -4.8% | +14.1% |
| 6M | +33.5% | +30.9% | +2.5% | +28.0% |
| YTD | +21.6% | +43.9% | -22.3% | +14.7% |
| 1Y | +27.6% | +62.1% | -34.5% | +18.3% |
| 3Y | +76.4% | +12.7% | +63.7% | +69.9% |
| 5Y | +103.8% | -5.1% | +109.0% | +98.4% |
| All | +455.4% | -20.9% | +476.3% | +398.4% |
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 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