+152.3%
W vs BIIB
-26.8%
+179.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.5% |
| 7D | +0.5% | -4.0% | +4.5% | +2.0% |
| 30D | -5.6% | +5.7% | -11.2% | -7.6% |
| 3M | +41.9% | +10.9% | +31.0% | +35.8% |
| 6M | +30.2% | +14.3% | +15.9% | +22.5% |
| YTD | -2.9% | +22.4% | -25.4% | -11.8% |
| 1Y | +11.6% | +51.1% | -39.5% | -7.3% |
| 3Y | +37.0% | -16.8% | +53.8% | +41.2% |
| 5Y | -62.8% | -28.1% | -34.7% | -60.3% |
| All | +152.3% | -26.8% | +179.1% | +157.9% |
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