+642.9%
WDC vs BIIB
-20.7%
+663.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.2% |
| 7D | +12.1% | +2.0% | +10.0% | +11.7% |
| 30D | -18.8% | +8.8% | -27.6% | -20.0% |
| 3M | -39.3% | +20.3% | -59.6% | -41.4% |
| 6M | -40.1% | +23.9% | -64.0% | -43.0% |
| YTD | +71.8% | +44.0% | +27.8% | +58.5% |
| 1Y | +88.5% | +53.8% | +34.6% | +71.4% |
| 3Y | +770.0% | +13.8% | +756.1% | +725.3% |
| 5Y | +549.0% | -6.3% | +555.3% | +528.5% |
| All | +642.9% | -20.7% | +663.6% | +551.6% |
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 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