-58.7%
Z vs BIIB
+55.8%
-114.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.0% |
| 7D | -3.0% | +1.1% | -4.1% | -3.1% |
| 30D | -4.2% | +6.9% | -11.1% | -4.6% |
| 3M | -3.7% | +12.4% | -16.1% | -4.4% |
| 6M | -24.5% | +16.3% | -40.8% | -24.9% |
| YTD | -49.3% | +25.5% | -74.8% | -50.3% |
| 1Y | -58.7% | +57.8% | -116.5% | -60.9% |
| All | -58.7% | +55.8% | -114.4% | -60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling