-4.1%
WAT vs BIIB
-34.6%
+30.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -1.8% | -5.4% | +3.6% | -0.1% |
| 30D | -1.7% | +1.7% | -3.4% | -2.2% |
| 3M | +9.1% | +5.8% | +3.2% | +6.7% |
| 6M | +32.4% | +11.9% | +20.5% | +26.7% |
| YTD | +6.6% | +19.7% | -13.2% | -0.3% |
| 1Y | +34.7% | +46.7% | -12.0% | +18.1% |
| 3Y | +53.6% | -18.6% | +72.2% | +51.9% |
| 5Y | -4.1% | -29.8% | +25.7% | -7.7% |
| All | -4.1% | -34.6% | +30.5% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling