+75.6%
BN vs BIIB
-19.0%
+94.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -1.6% |
| 7D | -1.2% | -1.6% | +0.5% | -0.8% |
| 30D | -10.9% | +2.2% | -13.1% | -11.4% |
| 3M | -11.1% | +10.3% | -21.4% | -13.8% |
| 6M | -4.4% | +14.9% | -19.3% | -9.2% |
| YTD | -14.1% | +20.7% | -34.9% | -20.5% |
| 1Y | -11.1% | +50.3% | -61.4% | -24.7% |
| 3Y | +75.6% | -18.0% | +93.5% | +87.5% |
| All | +75.6% | -19.0% | +94.5% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling