+211.9%
B vs BIIB
-30.8%
+242.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +1.0% | -5.4% | +6.4% | +1.5% |
| 30D | +9.5% | +1.7% | +7.8% | +9.4% |
| 3M | +14.3% | +5.8% | +8.5% | +13.7% |
| 6M | -1.9% | +11.9% | -13.8% | -2.9% |
| YTD | +4.1% | +19.7% | -15.7% | +2.3% |
| 1Y | +56.1% | +46.7% | +9.4% | +50.8% |
| 3Y | +202.0% | -18.6% | +220.6% | +203.9% |
| 5Y | +158.8% | -29.8% | +188.6% | +159.9% |
| 10Y | +211.9% | -28.8% | +240.7% | +226.4% |
| All | +211.9% | -30.8% | +242.7% | +226.4% |
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 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