+12.4%
WOLF vs BIIB
+84.3%
-72.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.2% | -7.5% | -6.0% |
| 7D | +4.4% | +2.0% | +2.3% | +5.0% |
| 30D | +1.0% | +8.8% | -7.8% | +4.3% |
| 3M | -21.2% | +20.3% | -41.5% | -15.4% |
| 6M | -60.3% | +23.9% | -84.2% | -56.3% |
| YTD | +42.6% | +44.0% | -1.4% | +66.5% |
| 1Y | +36.5% | +53.8% | -17.3% | +70.5% |
| All | +12.4% | +84.3% | -72.0% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling