-4.7%
BN vs BIIB
+68.6%
-73.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.2% | +3.8% | +5.9% |
| 7D | +12.0% | +4.3% | +7.7% | +11.7% |
| 30D | +17.0% | +13.8% | +3.2% | +16.3% |
| 3M | -3.2% | +22.1% | -25.3% | -4.0% |
| 6M | -3.9% | +35.9% | -39.8% | -5.4% |
| YTD | -5.6% | +44.6% | -50.2% | -9.3% |
| 1Y | -4.7% | +70.4% | -75.1% | -12.9% |
| All | -4.7% | +68.6% | -73.4% | -12.9% |
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 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