+201.6%
ABBV vs BIIB
-7.5%
+209.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +1.3% | +2.0% | -0.8% | +0.8% |
| 30D | +4.7% | +8.8% | -4.1% | +2.8% |
| 3M | +18.3% | +20.3% | -1.9% | +13.9% |
| 6M | +43.4% | +23.9% | +19.5% | +36.9% |
| YTD | +33.0% | +44.0% | -11.0% | +23.0% |
| 1Y | +30.8% | +53.8% | -23.0% | +19.5% |
| 3Y | +135.1% | +13.8% | +121.3% | +117.9% |
| All | +201.6% | -7.5% | +209.0% | +184.7% |
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