+153.8%
B vs BIIB
-35.6%
+189.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -0.9% |
| 7D | +2.3% | -1.6% | +4.0% | +2.6% |
| 30D | +1.4% | +2.2% | -0.8% | +1.1% |
| 3M | +12.2% | +10.3% | +1.9% | +10.3% |
| 6M | -2.1% | +14.9% | -17.1% | -4.6% |
| YTD | +2.9% | +20.7% | -17.8% | -0.8% |
| 1Y | +55.3% | +50.3% | +5.0% | +43.7% |
| 3Y | +198.7% | -18.0% | +216.6% | +206.5% |
| 5Y | +153.8% | -33.9% | +187.7% | +149.5% |
| All | +153.8% | -35.6% | +189.4% | +149.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling