+934.0%
BE vs BIIB
-42.4%
+976.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.4% |
| 7D | +9.7% | -4.0% | +13.8% | +10.5% |
| 30D | +22.4% | +5.7% | +16.7% | +20.9% |
| 3M | +10.4% | +10.9% | -0.6% | +6.8% |
| 6M | +67.9% | +14.3% | +53.5% | +61.1% |
| YTD | +197.5% | +22.4% | +175.1% | +180.3% |
| 1Y | +310.6% | +51.1% | +259.5% | +268.6% |
| 3Y | +1,657.2% | -16.8% | +1,674.1% | +1,689.4% |
| 5Y | +1,218.2% | -28.1% | +1,246.3% | +1,251.4% |
| All | +934.0% | -42.4% | +976.4% | +1,185.9% |
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