-54.1%
Z vs BIIB
-12.7%
-41.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.1% | -6.5% | -9.3% |
| 7D | -2.3% | -2.3% | 0.0% | -1.3% |
| 30D | +9.4% | +9.4% | -0.1% | +6.5% |
| 3M | -16.1% | +18.1% | -34.1% | -20.2% |
| 6M | -30.4% | +29.0% | -59.4% | -36.1% |
| YTD | -55.6% | +38.6% | -94.2% | -60.8% |
| 1Y | -58.5% | +59.0% | -117.5% | -65.2% |
| 3Y | -19.6% | -2.2% | -17.4% | -21.1% |
| 5Y | -54.1% | -12.5% | -41.7% | -56.7% |
| All | -54.1% | -12.7% | -41.5% | -56.7% |
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