-66.9%
BAX vs BIIB
-35.6%
-31.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -2.9% |
| 7D | -2.4% | -1.6% | -0.8% | -2.1% |
| 30D | -9.7% | +2.2% | -11.9% | -10.2% |
| 3M | +29.3% | +10.3% | +18.9% | +26.2% |
| 6M | +40.7% | +14.9% | +25.7% | +35.3% |
| YTD | +30.3% | +20.7% | +9.5% | +23.4% |
| 1Y | +3.4% | +50.3% | -46.9% | -7.2% |
| 3Y | -32.0% | -18.0% | -14.1% | -33.4% |
| 5Y | -66.9% | -33.9% | -33.0% | -66.4% |
| All | -66.9% | -35.6% | -31.2% | -66.4% |
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