-16.2%
BN vs BIIB
+51.4%
-67.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | -5.2% | -1.7% | -3.5% | -5.1% |
| 30D | -14.5% | +4.0% | -18.4% | -14.5% |
| 3M | -15.0% | +8.6% | -23.6% | -15.2% |
| 6M | -5.4% | +14.0% | -19.4% | -6.4% |
| YTD | -16.4% | +23.4% | -39.8% | -18.6% |
| 1Y | -16.2% | +45.9% | -62.1% | -19.5% |
| All | -16.2% | +51.4% | -67.6% | -19.5% |
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