+11.4%
WBD vs BIIB
-26.2%
+37.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -0.7% | -1.7% | +0.9% | -0.5% |
| 30D | +1.4% | +4.0% | -2.6% | +0.7% |
| 3M | +4.4% | +8.6% | -4.2% | +2.6% |
| 6M | +0.8% | +14.0% | -13.2% | -1.9% |
| YTD | -2.7% | +23.4% | -26.1% | -6.9% |
| 1Y | +73.4% | +45.9% | +27.5% | +60.6% |
| 3Y | +142.1% | -16.1% | +158.3% | +142.6% |
| 5Y | +7.2% | -27.6% | +34.8% | +7.2% |
| All | +11.4% | -26.2% | +37.5% | +7.4% |
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