+205.7%
WELL vs BIIB
+13.5%
+192.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +7.8% | +10.5% | -2.7% | +6.6% |
| 3M | +10.2% | +24.3% | -14.0% | +7.7% |
| 6M | +16.4% | +28.0% | -11.7% | +13.1% |
| YTD | +35.2% | +44.0% | -8.8% | +29.5% |
| 1Y | +30.5% | +58.8% | -28.4% | +23.6% |
| All | +205.7% | +13.5% | +192.2% | +210.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling