+222.7%
B vs BIIB
-20.9%
+243.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | -2.7% | -0.4% | -2.2% | -2.6% |
| 30D | -4.3% | +10.5% | -14.8% | -5.2% |
| 3M | -2.3% | +24.3% | -26.6% | -4.1% |
| 6M | -16.2% | +28.0% | -44.2% | -18.1% |
| YTD | -8.8% | +44.0% | -52.8% | -11.8% |
| 1Y | +11.4% | +58.8% | -47.5% | +6.8% |
| 3Y | +174.3% | +12.7% | +161.6% | +169.1% |
| 5Y | +116.2% | -4.9% | +121.1% | +112.8% |
| 10Y | +222.7% | -20.6% | +243.4% | +253.3% |
| All | +222.7% | -20.9% | +243.6% | +253.3% |
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