+638.0%
XYZ vs BIIB
-18.3%
+656.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.8% |
| 7D | +14.9% | +2.4% | +12.5% | +14.2% |
| 30D | +14.7% | +12.9% | +1.7% | +10.5% |
| 3M | +12.1% | +22.6% | -10.5% | +5.4% |
| 6M | +18.3% | +31.7% | -13.4% | +8.0% |
| YTD | +36.1% | +44.8% | -8.8% | +20.0% |
| 1Y | +35.3% | +63.9% | -28.6% | +14.7% |
| 3Y | +73.5% | +13.5% | +60.0% | +61.8% |
| 5Y | -61.6% | -5.6% | -56.0% | -62.7% |
| 10Y | +638.0% | -20.3% | +658.3% | +534.1% |
| All | +638.0% | -18.3% | +656.3% | +534.1% |
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 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