+126.3%
WFC vs BIIB
+13.5%
+112.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | +0.2% |
| 7D | +2.5% | +2.0% | +0.5% | +2.2% |
| 30D | +7.0% | +8.8% | -1.8% | +5.8% |
| 3M | -1.8% | +20.3% | -22.1% | -4.2% |
| 6M | +18.4% | +23.9% | -5.5% | +14.7% |
| YTD | -5.6% | +44.0% | -49.6% | -11.2% |
| 1Y | +3.9% | +53.8% | -49.9% | -3.4% |
| 3Y | +126.3% | +13.8% | +112.5% | +120.8% |
| All | +126.3% | +13.5% | +112.8% | +120.8% |
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