+30.9%
BMY vs BIIB
-7.5%
+38.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.5% |
| 7D | +2.1% | +2.0% | 0.0% | +1.6% |
| 30D | +7.0% | +8.8% | -1.8% | +4.9% |
| 3M | -0.9% | +20.3% | -21.2% | -5.0% |
| 6M | +14.9% | +23.9% | -9.0% | +9.2% |
| YTD | +22.8% | +44.0% | -21.2% | +12.6% |
| 1Y | +36.2% | +53.8% | -17.6% | +23.2% |
| 3Y | +45.7% | +13.8% | +31.8% | +34.1% |
| All | +30.9% | -7.5% | +38.3% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling