+33.2%
BN vs BIIB
-34.6%
+67.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -3.0% | -5.4% | +2.4% | -1.7% |
| 30D | -13.0% | +1.7% | -14.7% | -13.4% |
| 3M | -15.2% | +5.8% | -21.1% | -16.8% |
| 6M | -5.9% | +11.9% | -17.9% | -9.6% |
| YTD | -15.8% | +19.7% | -35.5% | -21.0% |
| 1Y | -12.2% | +46.7% | -58.9% | -22.6% |
| 3Y | +72.2% | -18.6% | +90.8% | +74.3% |
| 5Y | +33.2% | -29.8% | +63.0% | +38.3% |
| All | +33.2% | -34.6% | +67.8% | +38.3% |
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