+51.8%
BEN vs BIIB
-26.8%
+78.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.6% | -1.7% |
| 7D | +0.3% | -4.0% | +4.4% | +1.0% |
| 30D | +0.9% | +5.7% | -4.8% | -0.1% |
| 3M | +9.2% | +10.9% | -1.7% | +6.8% |
| 6M | +36.8% | +14.3% | +22.4% | +32.8% |
| YTD | +44.4% | +22.4% | +22.0% | +38.2% |
| 1Y | +45.8% | +51.1% | -5.2% | +34.1% |
| 3Y | +52.5% | -16.8% | +69.4% | +53.8% |
| 5Y | +37.7% | -28.1% | +65.8% | +39.6% |
| All | +51.8% | -26.8% | +78.6% | +44.1% |
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