+5,682.6%
WFC vs BIIB
+7,261.0%
-1,578.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +3.8% | +1.1% | +2.7% | +3.7% |
| 30D | +1.5% | +6.9% | -5.4% | +0.7% |
| 3M | +10.9% | +12.4% | -1.5% | +9.2% |
| 6M | +8.4% | +16.3% | -7.8% | +6.2% |
| YTD | -1.9% | +25.5% | -27.4% | -4.9% |
| 1Y | +12.3% | +57.8% | -45.5% | +6.0% |
| 3Y | +132.3% | -17.3% | +149.7% | +134.2% |
| 5Y | +130.1% | -33.8% | +163.9% | +134.8% |
| 10Y | +134.4% | -29.6% | +164.0% | +126.3% |
| All | +5,682.6% | +7,261.0% | -1,578.4% | +3,557.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling