-23.5%
BIIB vs INVH
+75.5%
-99.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.1% |
| 7D | -4.0% | -3.1% | -0.9% | -2.9% |
| 30D | +5.7% | -7.5% | +13.1% | +8.9% |
| 3M | +10.9% | -6.3% | +17.2% | +13.7% |
| 6M | +14.3% | +9.4% | +4.9% | +10.1% |
| YTD | +22.4% | +1.4% | +21.0% | +21.0% |
| 1Y | +51.1% | -4.1% | +55.2% | +52.4% |
| 3Y | -16.8% | -9.2% | -7.6% | -15.1% |
| 5Y | -28.1% | -19.6% | -8.5% | -24.0% |
| All | -23.5% | +75.5% | -99.0% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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