-38.3%
BAX vs BIIB
-26.8%
-11.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.2% |
| 7D | -5.4% | -4.0% | -1.4% | -4.8% |
| 30D | -12.4% | +5.7% | -18.0% | -13.1% |
| 3M | +19.1% | +10.9% | +8.2% | +17.2% |
| 6M | +38.6% | +14.3% | +24.3% | +35.4% |
| YTD | +26.7% | +22.4% | +4.3% | +22.3% |
| 1Y | +1.0% | +51.1% | -50.0% | -5.6% |
| 3Y | -33.9% | -16.8% | -17.1% | -33.9% |
| 5Y | -67.0% | -28.1% | -38.9% | -67.0% |
| All | -38.3% | -26.8% | -11.6% | -39.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling