+598.0%
WY vs BIIB
+6,983.3%
-6,385.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.3% | -1.1% |
| 7D | -2.1% | -1.6% | -0.4% | -1.9% |
| 30D | -10.5% | +2.2% | -12.7% | -10.7% |
| 3M | -4.9% | +10.3% | -15.2% | -5.9% |
| 6M | -4.9% | +14.9% | -19.9% | -6.5% |
| YTD | -1.7% | +20.7% | -22.4% | -4.0% |
| 1Y | -9.4% | +50.3% | -59.7% | -13.5% |
| 3Y | -22.3% | -18.0% | -4.4% | -21.6% |
| 5Y | -20.5% | -33.9% | +13.4% | -18.9% |
| 10Y | +4.9% | -30.9% | +35.9% | +2.9% |
| All | +598.0% | +6,983.3% | -6,385.3% | +387.4% |
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