+76.2%
BND vs BIIB
+380.1%
-303.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | -0.1% |
| 7D | +0.1% | -1.6% | +1.8% | +0.1% |
| 30D | -0.4% | +2.2% | -2.5% | -0.4% |
| 3M | -0.2% | +10.3% | -10.6% | -0.3% |
| 6M | -1.2% | +14.9% | -16.1% | -1.3% |
| YTD | -0.3% | +20.7% | -21.1% | -0.4% |
| 1Y | +0.4% | +50.3% | -49.9% | +0.2% |
| 3Y | +13.4% | -18.0% | +31.3% | +13.3% |
| 5Y | -1.5% | -33.9% | +32.4% | -1.7% |
| 10Y | +15.5% | -30.9% | +46.4% | +15.5% |
| All | +76.2% | +380.1% | -303.9% | +78.9% |
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