+149.0%
WMB vs BIIB
-19.0%
+168.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.0% | +2.4% |
| 7D | +0.8% | -1.6% | +2.4% | +0.8% |
| 30D | +7.7% | +2.2% | +5.5% | +7.6% |
| 3M | +6.7% | +10.3% | -3.6% | +6.1% |
| 6M | +3.6% | +14.9% | -11.3% | +2.6% |
| YTD | +28.0% | +20.7% | +7.3% | +25.9% |
| 1Y | +37.6% | +50.3% | -12.7% | +32.1% |
| 3Y | +149.0% | -18.0% | +167.0% | +160.1% |
| All | +149.0% | -19.0% | +168.0% | +160.1% |
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 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