+428.1%
WMT vs BIIB
-26.2%
+454.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | 0.0% | -1.7% | +1.7% | +0.2% |
| 30D | -7.4% | +4.0% | -11.4% | -7.7% |
| 3M | -10.9% | +8.6% | -19.5% | -11.6% |
| 6M | -12.7% | +14.0% | -26.7% | -13.9% |
| YTD | -3.2% | +23.4% | -26.6% | -5.3% |
| 1Y | +5.3% | +45.9% | -40.6% | +1.3% |
| 3Y | +101.9% | -16.1% | +118.0% | +102.5% |
| 5Y | +134.6% | -27.6% | +162.1% | +136.2% |
| All | +428.1% | -26.2% | +454.2% | +416.3% |
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 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