+42.3%
BBIO vs BIIB
-28.1%
+70.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -3.2% | -1.7% | -1.5% | -2.5% |
| 30D | -13.6% | +4.0% | -17.6% | -15.5% |
| 3M | +7.2% | +8.6% | -1.4% | +1.2% |
| 6M | +1.5% | +14.0% | -12.5% | -7.7% |
| YTD | -5.3% | +23.4% | -28.7% | -18.4% |
| 1Y | +37.7% | +45.9% | -8.2% | +6.6% |
| 3Y | +153.9% | -16.1% | +170.0% | +173.5% |
| All | +42.3% | -28.1% | +70.4% | +53.8% |
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 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