+196.7%
W vs BIIB
-21.5%
+218.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | +0.2% | +2.0% | -1.9% | -0.5% |
| 30D | +6.8% | +8.8% | -2.0% | +3.7% |
| 3M | +10.7% | +20.3% | -9.6% | +3.5% |
| 6M | +86.3% | +23.9% | +62.5% | +71.3% |
| YTD | +11.5% | +44.0% | -32.5% | -3.9% |
| 1Y | +5.1% | +53.8% | -48.7% | -11.8% |
| 3Y | +171.0% | +13.8% | +157.2% | +150.1% |
| 5Y | -56.6% | -6.3% | -50.3% | -57.5% |
| 10Y | +213.4% | -20.6% | +234.0% | +197.2% |
| All | +196.7% | -21.5% | +218.2% | +170.7% |
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