+1.3%
BBY vs BIIB
-28.1%
+29.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.9% |
| 7D | +0.6% | -1.7% | +2.3% | +1.0% |
| 30D | +9.4% | +4.0% | +5.4% | +8.2% |
| 3M | +19.3% | +8.6% | +10.7% | +15.9% |
| 6M | +47.9% | +14.0% | +33.9% | +40.7% |
| YTD | +39.6% | +23.4% | +16.2% | +28.9% |
| 1Y | +22.2% | +45.9% | -23.7% | +6.5% |
| 3Y | +45.0% | -16.1% | +61.1% | +44.0% |
| All | +1.3% | -28.1% | +29.3% | -3.0% |
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