+604.5%
XYZ vs BIIB
-30.8%
+635.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.6% |
| 7D | -3.7% | -5.4% | +1.7% | -2.1% |
| 30D | +0.5% | +1.7% | -1.2% | +0.1% |
| 3M | +16.3% | +5.8% | +10.4% | +14.0% |
| 6M | +21.1% | +11.9% | +9.2% | +16.1% |
| YTD | +22.0% | +19.7% | +2.2% | +14.2% |
| 1Y | +5.2% | +46.7% | -41.6% | -7.9% |
| 3Y | +49.6% | -18.6% | +68.2% | +54.5% |
| 5Y | -68.4% | -29.8% | -38.6% | -66.7% |
| 10Y | +604.5% | -28.8% | +633.4% | +593.6% |
| All | +604.5% | -30.8% | +635.3% | +593.6% |
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