+6,643.4%
BIIB vs IFF
+614.7%
+6,028.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -5.4% | -3.0% | -2.3% | -4.4% |
| 30D | +1.7% | -0.9% | +2.7% | +2.0% |
| 3M | +5.8% | +11.8% | -6.0% | +1.7% |
| 6M | +11.9% | +16.5% | -4.6% | +4.9% |
| YTD | +19.7% | +26.5% | -6.8% | +9.0% |
| 1Y | +46.7% | +32.7% | +14.0% | +31.4% |
| 3Y | -18.6% | +32.0% | -50.6% | -28.1% |
| 5Y | -29.8% | -36.1% | +6.3% | -24.0% |
| 10Y | -28.8% | -20.1% | -8.8% | -33.3% |
| All | +6,643.4% | +614.7% | +6,028.6% | +1,352.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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