+132.0%
BP vs BIIB
-28.4%
+160.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +4.0% | -5.4% | +9.3% | +4.4% |
| 30D | +7.8% | +1.7% | +6.1% | +7.6% |
| 3M | +8.4% | +5.8% | +2.5% | +7.6% |
| 6M | +15.1% | +11.9% | +3.1% | +13.5% |
| YTD | +36.4% | +19.7% | +16.7% | +33.5% |
| 1Y | +40.9% | +46.7% | -5.8% | +35.2% |
| 3Y | +38.8% | -18.6% | +57.5% | +39.0% |
| 5Y | +141.1% | -29.8% | +170.9% | +141.6% |
| All | +132.0% | -28.4% | +160.4% | +126.9% |
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 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