+428.4%
AXP vs BIIB
-21.3%
+449.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.2% |
| 7D | -0.6% | +1.7% | -2.4% | -0.9% |
| 30D | +5.0% | +12.2% | -7.2% | +3.3% |
| 3M | -4.2% | +22.3% | -26.5% | -6.9% |
| 6M | +2.9% | +30.9% | -28.0% | -1.2% |
| YTD | -11.6% | +43.9% | -55.5% | -16.5% |
| 1Y | -11.1% | +62.1% | -73.2% | -17.5% |
| 3Y | +116.7% | +12.7% | +104.1% | +108.6% |
| 5Y | +89.6% | -5.1% | +94.7% | +84.0% |
| 10Y | +428.4% | -21.9% | +450.3% | +372.9% |
| All | +428.4% | -21.3% | +449.7% | +372.9% |
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