+203.4%
W vs BIIB
-21.5%
+224.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -7.4% | -0.4% | -7.0% | -7.2% |
| 30D | +7.8% | +10.5% | -2.6% | +4.1% |
| 3M | +10.9% | +24.3% | -13.4% | +2.5% |
| 6M | +86.4% | +28.0% | +58.4% | +69.3% |
| YTD | +14.0% | +44.0% | -30.0% | -1.8% |
| 1Y | +3.5% | +58.8% | -55.3% | -14.1% |
| 3Y | +164.8% | +12.7% | +152.0% | +145.2% |
| 5Y | -53.1% | -4.9% | -48.2% | -54.2% |
| 10Y | +220.4% | -20.6% | +241.1% | +203.9% |
| All | +203.4% | -21.5% | +224.8% | +176.8% |
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