+36.4%
BP vs BIIB
-19.0%
+55.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +2.8% |
| 7D | +0.9% | -1.6% | +2.6% | +1.0% |
| 30D | +9.1% | +2.2% | +6.9% | +8.8% |
| 3M | +3.9% | +10.3% | -6.4% | +2.4% |
| 6M | +13.6% | +14.9% | -1.3% | +11.0% |
| YTD | +34.0% | +20.7% | +13.3% | +29.5% |
| 1Y | +39.2% | +50.3% | -11.2% | +28.8% |
| 3Y | +36.4% | -18.0% | +54.4% | +32.5% |
| All | +36.4% | -19.0% | +55.4% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling