+12,790.5%
BLK vs BIIB
+1,243.7%
+11,546.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -2.7% | -5.4% | +2.7% | -1.7% |
| 30D | -4.8% | +1.7% | -6.5% | -5.1% |
| 3M | +6.5% | +5.8% | +0.6% | +5.1% |
| 6M | +13.2% | +11.9% | +1.2% | +10.3% |
| YTD | +1.8% | +19.7% | -17.9% | -2.3% |
| 1Y | -1.0% | +46.7% | -47.7% | -8.6% |
| 3Y | +66.0% | -18.6% | +84.6% | +68.5% |
| 5Y | +31.2% | -29.8% | +61.0% | +34.4% |
| 10Y | +278.5% | -28.8% | +307.3% | +257.7% |
| All | +12,790.5% | +1,243.7% | +11,546.7% | +6,808.9% |
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