+134.0%
BP vs BIIB
-26.8%
+160.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +0.7% |
| 7D | +5.7% | -4.0% | +9.8% | +6.1% |
| 30D | +8.1% | +5.7% | +2.4% | +7.5% |
| 3M | +8.6% | +10.9% | -2.3% | +7.4% |
| 6M | +18.1% | +14.3% | +3.8% | +16.3% |
| YTD | +37.6% | +22.4% | +15.2% | +34.4% |
| 1Y | +39.4% | +51.1% | -11.7% | +33.4% |
| 3Y | +40.1% | -16.8% | +56.9% | +39.9% |
| 5Y | +141.3% | -28.1% | +169.5% | +141.3% |
| All | +134.0% | -26.8% | +160.8% | +128.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling