+258.5%
BN vs BIIB
-26.2%
+284.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -5.2% | -1.7% | -3.5% | -4.9% |
| 30D | -14.5% | +4.0% | -18.4% | -15.0% |
| 3M | -15.0% | +8.6% | -23.6% | -16.4% |
| 6M | -5.4% | +14.0% | -19.4% | -8.0% |
| YTD | -16.4% | +23.4% | -39.8% | -20.1% |
| 1Y | -16.2% | +45.9% | -62.1% | -22.3% |
| 3Y | +67.5% | -16.1% | +83.7% | +68.2% |
| 5Y | +34.1% | -27.6% | +61.7% | +35.3% |
| All | +258.5% | -26.2% | +284.6% | +243.8% |
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 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