-2.6%
BDX vs BIIB
-28.2%
+25.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.3% |
| 7D | -5.4% | -4.0% | -1.4% | -4.7% |
| 30D | -2.2% | +5.7% | -7.8% | -3.2% |
| 3M | +20.1% | +10.9% | +9.2% | +17.6% |
| 6M | +9.1% | +14.3% | -5.3% | +5.8% |
| YTD | +17.9% | +22.4% | -4.5% | +12.6% |
| 1Y | +22.1% | +51.1% | -29.0% | +11.7% |
| 3Y | -10.5% | -16.8% | +6.3% | -11.6% |
| 5Y | -2.6% | -28.1% | +25.5% | -1.5% |
| All | -2.6% | -28.2% | +25.6% | -1.5% |
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