+163.6%
W vs BIIB
-31.5%
+195.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +3.1% |
| 7D | -4.2% | +1.1% | -5.2% | -4.6% |
| 30D | -7.6% | +6.9% | -14.4% | -9.7% |
| 3M | +37.2% | +12.4% | +24.8% | +31.1% |
| 6M | +26.3% | +16.3% | +10.1% | +18.6% |
| YTD | -1.0% | +25.5% | -26.5% | -10.3% |
| 1Y | +20.1% | +57.8% | -37.7% | -0.7% |
| 3Y | +37.8% | -17.3% | +55.1% | +42.5% |
| 5Y | -63.7% | -33.8% | -29.8% | -60.3% |
| 10Y | +156.3% | -29.6% | +185.9% | +154.0% |
| All | +163.6% | -31.5% | +195.1% | +152.9% |
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 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