+187.0%
BR vs BIIB
-26.2%
+213.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -3.0% | -1.7% | -1.3% | -2.8% |
| 30D | -0.3% | +4.0% | -4.3% | -0.8% |
| 3M | +17.3% | +8.6% | +8.7% | +16.0% |
| 6M | -6.7% | +14.0% | -20.7% | -8.4% |
| YTD | -23.4% | +23.4% | -46.8% | -25.7% |
| 1Y | -32.7% | +45.9% | -78.6% | -36.1% |
| 3Y | -5.9% | -16.1% | +10.2% | -5.5% |
| 5Y | +8.4% | -27.6% | +36.0% | +9.5% |
| All | +187.0% | -26.2% | +213.2% | +179.4% |
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