-0.8%
BB vs BIIB
-26.8%
+26.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.2% |
| 7D | -2.1% | -4.0% | +2.0% | -1.2% |
| 30D | -16.0% | +5.7% | -21.7% | -17.2% |
| 3M | -14.5% | +10.9% | -25.4% | -17.1% |
| 6M | +118.6% | +14.3% | +104.2% | +109.8% |
| YTD | +98.9% | +22.4% | +76.5% | +87.3% |
| 1Y | +99.5% | +51.1% | +48.4% | +77.4% |
| 3Y | +65.4% | -16.8% | +82.2% | +67.8% |
| 5Y | -27.6% | -28.1% | +0.5% | -25.5% |
| All | -0.8% | -26.8% | +26.0% | -4.8% |
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