+208.6%
B vs BIIB
-21.3%
+229.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -6.1% |
| 7D | +7.1% | +1.7% | +5.4% | +7.0% |
| 30D | -3.3% | +12.2% | -15.5% | -4.3% |
| 3M | -2.5% | +22.3% | -24.8% | -4.2% |
| 6M | -7.2% | +30.9% | -38.1% | -9.4% |
| YTD | -7.4% | +43.9% | -51.3% | -10.4% |
| 1Y | +16.4% | +62.1% | -45.6% | +11.4% |
| 3Y | +178.7% | +12.7% | +166.0% | +173.4% |
| 5Y | +121.7% | -5.1% | +126.8% | +118.2% |
| 10Y | +208.6% | -21.9% | +230.5% | +247.6% |
| All | +208.6% | -21.3% | +229.9% | +247.6% |
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