+5,066.0%
BHP vs BIIB
+6,983.3%
-1,917.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.1% |
| 7D | +1.3% | -1.6% | +2.9% | +1.4% |
| 30D | +4.0% | +2.2% | +1.8% | +3.7% |
| 3M | +12.3% | +10.3% | +2.0% | +11.0% |
| 6M | +30.8% | +14.9% | +15.9% | +28.7% |
| YTD | +58.8% | +20.7% | +38.0% | +55.1% |
| 1Y | +76.8% | +50.3% | +26.5% | +68.8% |
| 3Y | +87.5% | -18.0% | +105.4% | +89.0% |
| 5Y | +123.9% | -33.9% | +157.8% | +128.0% |
| 10Y | +504.4% | -30.9% | +535.3% | +488.5% |
| All | +5,066.0% | +6,983.3% | -1,917.3% | +3,661.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling