+448.7%
AXP vs BIIB
-14.6%
+463.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.5% |
| 7D | +0.6% | -2.1% | +2.7% | +0.9% |
| 30D | +5.8% | +11.8% | -6.0% | +4.2% |
| 3M | -6.0% | +20.4% | -26.4% | -8.5% |
| 6M | +0.3% | +30.2% | -29.9% | -3.7% |
| YTD | -12.3% | +41.1% | -53.4% | -17.0% |
| 1Y | -11.2% | +58.4% | -69.7% | -17.4% |
| 3Y | +117.0% | -0.1% | +117.1% | +112.1% |
| 5Y | +93.2% | -10.9% | +104.1% | +88.8% |
| All | +448.7% | -14.6% | +463.2% | +401.8% |
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