-28.3%
BIIB vs IBN
+324.2%
-352.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | -1.7% | -3.0% | +1.3% | -1.1% |
| 30D | +4.0% | -1.5% | +5.5% | +4.3% |
| 3M | +8.6% | +7.9% | +0.7% | +7.0% |
| 6M | +14.0% | +8.6% | +5.4% | +12.0% |
| YTD | +23.4% | -0.6% | +23.9% | +23.3% |
| 1Y | +45.9% | -7.3% | +53.2% | +47.6% |
| 3Y | -16.1% | +26.2% | -42.3% | -20.5% |
| 5Y | -27.6% | +57.8% | -85.4% | -34.5% |
| All | -28.3% | +324.2% | -352.5% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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