-56.2%
BBWI vs BIIB
-26.2%
-30.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.6% | +6.2% |
| 7D | -4.8% | -1.7% | -3.2% | -4.4% |
| 30D | +3.5% | +4.0% | -0.5% | +2.5% |
| 3M | -0.3% | +8.6% | -8.9% | -2.5% |
| 6M | -5.4% | +14.0% | -19.4% | -8.6% |
| YTD | -4.7% | +23.4% | -28.1% | -9.7% |
| 1Y | -30.5% | +45.9% | -76.4% | -36.8% |
| 3Y | -44.3% | -16.1% | -28.2% | -43.6% |
| 5Y | -66.9% | -27.6% | -39.3% | -66.2% |
| All | -56.2% | -26.2% | -30.0% | -59.3% |
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