+1,156.2%
ABBV vs BIIB
+48.5%
+1,107.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | +4.2% | +6.9% | -2.7% | +2.7% |
| 3M | +14.8% | +12.4% | +2.4% | +11.9% |
| 6M | +10.3% | +16.3% | -6.0% | +6.4% |
| YTD | +14.9% | +25.5% | -10.6% | +8.9% |
| 1Y | +24.1% | +57.8% | -33.7% | +12.1% |
| 3Y | +91.9% | -17.3% | +109.3% | +94.7% |
| 5Y | +176.0% | -33.8% | +209.8% | +186.7% |
| 10Y | +502.9% | -29.6% | +532.5% | +457.0% |
| All | +1,156.2% | +48.5% | +1,107.7% | +920.4% |
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