+38.2%
BN vs BIIB
-5.0%
+43.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | +13.5% | +10.5% | +3.1% | +10.8% |
| 3M | -5.9% | +24.3% | -30.2% | -10.9% |
| 6M | -8.9% | +28.0% | -36.9% | -15.1% |
| YTD | -7.9% | +44.0% | -51.9% | -17.5% |
| 1Y | -8.3% | +58.8% | -67.1% | -20.2% |
| 3Y | +100.8% | +12.7% | +88.0% | +87.4% |
| 5Y | +38.2% | -4.9% | +43.2% | +33.4% |
| All | +38.2% | -5.0% | +43.2% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling