+40.5%
W vs BIIB
-19.0%
+59.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +2.4% |
| 7D | +6.5% | -1.6% | +8.1% | +7.2% |
| 30D | -6.2% | +2.2% | -8.4% | -7.3% |
| 3M | +48.9% | +10.3% | +38.6% | +40.7% |
| 6M | +31.2% | +14.9% | +16.2% | +20.1% |
| YTD | -0.4% | +20.7% | -21.2% | -12.9% |
| 1Y | +14.8% | +50.3% | -35.5% | -14.7% |
| 3Y | +40.5% | -18.0% | +58.5% | +44.4% |
| All | +40.5% | -19.0% | +59.5% | +44.4% |
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 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