-16.1%
Z vs BIIB
-14.6%
-1.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.3% | -2.9% |
| 7D | -4.6% | -2.1% | -2.5% | -3.9% |
| 30D | +8.3% | +11.8% | -3.5% | +5.4% |
| 3M | -11.6% | +20.4% | -32.0% | -15.6% |
| 6M | -33.6% | +30.2% | -63.9% | -38.2% |
| YTD | -56.7% | +41.1% | -97.8% | -60.9% |
| 1Y | -59.1% | +58.4% | -117.6% | -64.3% |
| 3Y | -20.4% | -0.1% | -20.3% | -22.4% |
| 5Y | -55.3% | -10.9% | -44.4% | -56.1% |
| All | -16.1% | -14.6% | -1.5% | -24.1% |
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