+313.2%
WMB vs BIIB
-30.8%
+344.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | 0.0% | -5.4% | +5.3% | +0.6% |
| 30D | +4.6% | +1.7% | +2.9% | +4.3% |
| 3M | +5.7% | +5.8% | -0.1% | +4.8% |
| 6M | +4.2% | +11.9% | -7.8% | +2.3% |
| YTD | +26.8% | +19.7% | +7.1% | +23.3% |
| 1Y | +34.7% | +46.7% | -12.1% | +27.3% |
| 3Y | +146.8% | -18.6% | +165.4% | +149.3% |
| 5Y | +285.0% | -29.8% | +314.8% | +291.3% |
| 10Y | +313.2% | -28.8% | +342.0% | +293.8% |
| All | +313.2% | -30.8% | +344.0% | +293.8% |
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 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