-28.1%
BIIB vs WTW
+42.0%
-70.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.7% | -5.7% | +4.0% | 0.0% |
| 30D | +4.0% | -7.3% | +11.2% | +6.2% |
| 3M | +8.6% | +21.5% | -12.9% | +2.5% |
| 6M | +14.0% | +9.6% | +4.4% | +10.6% |
| YTD | +23.4% | -3.3% | +26.7% | +24.1% |
| 1Y | +45.9% | -6.1% | +52.0% | +48.1% |
| 3Y | -16.1% | +61.8% | -78.0% | -32.3% |
| All | -28.1% | +42.0% | -70.1% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling