+24.7%
Z vs BIIB
-31.1%
+55.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -3.0% | +1.1% | -4.1% | -3.2% |
| 30D | -4.2% | +6.9% | -11.1% | -5.7% |
| 3M | -3.7% | +12.4% | -16.1% | -6.6% |
| 6M | -24.5% | +16.3% | -40.8% | -27.7% |
| YTD | -49.3% | +25.5% | -74.8% | -52.7% |
| 1Y | -58.7% | +57.8% | -116.5% | -63.7% |
| 3Y | -34.1% | -17.3% | -16.8% | -32.8% |
| 5Y | -64.5% | -33.8% | -30.7% | -62.9% |
| 10Y | -0.5% | -29.6% | +29.1% | -4.4% |
| All | +24.7% | -31.1% | +55.8% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling