+20,254.0%
BN vs BIIB
+7,261.0%
+12,993.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.1% |
| 7D | -2.5% | +1.1% | -3.5% | -2.6% |
| 30D | -9.5% | +6.9% | -16.4% | -10.0% |
| 3M | -10.4% | +12.4% | -22.8% | -11.4% |
| 6M | -6.4% | +16.3% | -22.6% | -7.8% |
| YTD | -11.9% | +25.5% | -37.3% | -13.9% |
| 1Y | -8.6% | +57.8% | -66.4% | -12.5% |
| 3Y | +77.6% | -17.3% | +94.9% | +78.8% |
| 5Y | +37.0% | -33.8% | +70.8% | +39.3% |
| 10Y | +266.4% | -29.6% | +296.0% | +259.0% |
| All | +20,254.0% | +7,261.0% | +12,993.0% | +14,654.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling