+10,726.6%
WAT vs BIIB
+10,606.9%
+119.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -1.3% | +1.1% | -2.3% | -1.5% |
| 30D | +2.3% | +6.9% | -4.5% | +1.0% |
| 3M | +8.7% | +12.4% | -3.7% | +5.9% |
| 6M | +28.3% | +16.3% | +12.1% | +23.8% |
| YTD | +7.8% | +25.5% | -17.7% | +2.2% |
| 1Y | +36.6% | +57.8% | -21.2% | +23.5% |
| 3Y | +45.7% | -17.3% | +63.0% | +49.3% |
| 5Y | -3.3% | -33.8% | +30.5% | +1.3% |
| 10Y | +162.1% | -29.6% | +191.7% | +144.2% |
| All | +10,726.6% | +10,606.9% | +119.7% | +3,370.6% |
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