-8.6%
BN vs BIIB
+55.8%
-64.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.2% |
| 7D | -2.5% | +1.1% | -3.5% | -2.5% |
| 30D | -9.5% | +6.9% | -16.4% | -9.7% |
| 3M | -10.4% | +12.4% | -22.8% | -10.8% |
| 6M | -6.4% | +16.3% | -22.6% | -7.6% |
| YTD | -11.9% | +25.5% | -37.3% | -14.4% |
| 1Y | -8.6% | +57.8% | -66.4% | -12.8% |
| All | -8.6% | +55.8% | -64.4% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling