-37.8%
BAX vs BIIB
-28.4%
-9.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -5.1% | -5.4% | +0.3% | -4.3% |
| 30D | -12.2% | +1.7% | -13.9% | -12.4% |
| 3M | +21.8% | +5.8% | +16.0% | +20.7% |
| 6M | +36.3% | +11.9% | +24.4% | +33.5% |
| YTD | +27.8% | +19.7% | +8.1% | +23.7% |
| 1Y | -0.1% | +46.7% | -46.8% | -6.2% |
| 3Y | -33.3% | -18.6% | -14.7% | -33.1% |
| 5Y | -67.1% | -29.8% | -37.3% | -66.9% |
| All | -37.8% | -28.4% | -9.4% | -38.2% |
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