+208.9%
W vs BIIB
-21.7%
+230.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.1% |
| 7D | -1.7% | +2.7% | -4.4% | -2.6% |
| 30D | +3.2% | +9.4% | -6.2% | -0.1% |
| 3M | +8.3% | +19.9% | -11.6% | +1.1% |
| 6M | +84.3% | +25.6% | +58.7% | +67.8% |
| YTD | +11.0% | +42.3% | -31.3% | -4.6% |
| 1Y | -0.2% | +55.1% | -55.3% | -17.3% |
| 3Y | +157.9% | +11.4% | +146.5% | +138.6% |
| 5Y | -56.8% | -7.4% | -49.4% | -57.7% |
| All | +208.9% | -21.7% | +230.6% | +195.3% |
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