+60.7%
BMY vs BIIB
-26.2%
+86.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -4.8% | -1.7% | -3.1% | -4.4% |
| 30D | -0.1% | +4.0% | -4.1% | -0.8% |
| 3M | +13.1% | +8.6% | +4.5% | +11.3% |
| 6M | +8.4% | +14.0% | -5.6% | +5.4% |
| YTD | +22.0% | +23.4% | -1.4% | +16.7% |
| 1Y | +40.3% | +45.9% | -5.6% | +29.9% |
| 3Y | +20.5% | -16.1% | +36.7% | +21.3% |
| 5Y | +23.7% | -27.6% | +51.3% | +25.6% |
| All | +60.7% | -26.2% | +86.9% | +49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling