+142.2%
BP vs BIIB
-20.7%
+162.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | +3.8% | +2.0% | +1.8% | +3.6% |
| 30D | -5.3% | +8.8% | -14.1% | -6.0% |
| 3M | +9.3% | +20.3% | -11.0% | +7.4% |
| 6M | +7.2% | +23.9% | -16.7% | +5.0% |
| YTD | +38.0% | +44.0% | -5.9% | +33.0% |
| 1Y | +33.2% | +53.8% | -20.6% | +27.5% |
| 3Y | +50.3% | +13.8% | +36.5% | +46.3% |
| 5Y | +114.1% | -6.3% | +120.4% | +109.6% |
| All | +142.2% | -20.7% | +162.9% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling