+161.8%
WAT vs BIIB
-26.8%
+188.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | -2.9% | -4.0% | +1.2% | -2.2% |
| 30D | -3.2% | +5.7% | -8.9% | -4.2% |
| 3M | +10.6% | +10.9% | -0.3% | +8.3% |
| 6M | +34.0% | +14.3% | +19.7% | +30.3% |
| YTD | +5.7% | +22.4% | -16.7% | +1.5% |
| 1Y | +37.1% | +51.1% | -14.0% | +26.8% |
| 3Y | +52.4% | -16.8% | +69.2% | +52.7% |
| 5Y | -4.4% | -28.1% | +23.7% | -3.8% |
| All | +161.8% | -26.8% | +188.5% | +145.4% |
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 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