+50.8%
BB vs BIIB
-18.3%
+69.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.8% | +6.0% | +2.8% |
| 7D | +0.5% | -1.6% | +2.1% | +0.7% |
| 30D | -12.4% | +2.2% | -14.6% | -12.7% |
| 3M | -15.3% | +10.3% | -25.6% | -17.2% |
| 6M | +128.8% | +14.9% | +113.8% | +121.1% |
| YTD | +107.7% | +20.7% | +86.9% | +97.7% |
| 1Y | +103.9% | +50.3% | +53.5% | +81.7% |
| All | +50.8% | -18.3% | +69.1% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling