+504.9%
ABBV vs BIIB
-26.2%
+531.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +0.3% | -1.7% | +1.9% | +0.6% |
| 30D | +3.4% | +4.0% | -0.6% | +2.6% |
| 3M | +15.2% | +8.6% | +6.6% | +13.2% |
| 6M | +14.7% | +14.0% | +0.7% | +11.4% |
| YTD | +15.2% | +23.4% | -8.2% | +10.0% |
| 1Y | +20.4% | +45.9% | -25.5% | +11.2% |
| 3Y | +91.3% | -16.1% | +107.5% | +92.8% |
| 5Y | +189.6% | -27.6% | +217.1% | +194.2% |
| All | +504.9% | -26.2% | +531.0% | +461.1% |
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