+21.9%
BB vs BIIB
-20.7%
+42.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.7% |
| 7D | +1.8% | +2.0% | -0.2% | +1.4% |
| 30D | +8.1% | +8.8% | -0.7% | +6.1% |
| 3M | -1.0% | +20.3% | -21.3% | -5.2% |
| 6M | +45.9% | +23.9% | +22.0% | +37.8% |
| YTD | +134.8% | +44.0% | +90.8% | +113.0% |
| 1Y | +104.6% | +53.8% | +50.8% | +82.3% |
| 3Y | +152.8% | +13.8% | +139.0% | +138.6% |
| 5Y | -17.4% | -6.3% | -11.1% | -19.9% |
| All | +21.9% | -20.7% | +42.7% | +9.3% |
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