+349.9%
WELL vs BIIB
-26.8%
+376.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | -2.2% | -4.0% | +1.8% | -2.0% |
| 30D | +4.7% | +5.7% | -1.0% | +4.3% |
| 3M | +11.9% | +10.9% | +1.0% | +11.1% |
| 6M | +14.3% | +14.3% | 0.0% | +13.1% |
| YTD | +28.4% | +22.4% | +6.0% | +26.4% |
| 1Y | +42.3% | +51.1% | -8.8% | +38.2% |
| 3Y | +202.6% | -16.8% | +219.4% | +202.9% |
| 5Y | +206.5% | -28.1% | +234.7% | +206.4% |
| All | +349.9% | -26.8% | +376.7% | +342.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling