-53.7%
Z vs BIIB
-5.0%
-48.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -13.1% | -0.4% | -12.7% | -12.8% |
| 30D | +5.9% | +10.5% | -4.6% | +2.8% |
| 3M | -13.7% | +24.3% | -38.0% | -19.3% |
| 6M | -27.1% | +28.0% | -55.1% | -32.9% |
| YTD | -56.8% | +44.0% | -100.8% | -62.3% |
| 1Y | -60.2% | +58.8% | -119.0% | -66.6% |
| 3Y | -19.7% | +12.7% | -32.4% | -24.8% |
| 5Y | -53.7% | -4.9% | -48.8% | -54.3% |
| All | -53.7% | -5.0% | -48.7% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling