+228.3%
WAT vs BIIB
-20.7%
+249.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +0.6% | +2.0% | -1.5% | +0.2% |
| 30D | +5.4% | +8.8% | -3.4% | +3.8% |
| 3M | +11.3% | +20.3% | -9.0% | +7.6% |
| 6M | +37.4% | +23.9% | +13.5% | +31.8% |
| YTD | +21.2% | +44.0% | -22.8% | +12.9% |
| 1Y | +21.3% | +53.8% | -32.5% | +11.8% |
| 3Y | +83.4% | +13.8% | +69.5% | +74.8% |
| 5Y | +29.0% | -6.3% | +35.3% | +24.5% |
| All | +228.3% | -20.7% | +249.1% | +199.2% |
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