+950.6%
BSX vs BIIB
+19,145.3%
-18,194.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.8% | -2.1% | -5.5% |
| 7D | -6.4% | -1.6% | -4.8% | -6.3% |
| 30D | -8.8% | +2.2% | -11.0% | -9.0% |
| 3M | -7.6% | +10.3% | -18.0% | -8.8% |
| 6M | -37.0% | +14.9% | -51.9% | -38.2% |
| YTD | -52.8% | +20.7% | -73.6% | -54.1% |
| 1Y | -58.4% | +50.3% | -108.7% | -60.7% |
| 3Y | -16.5% | -18.0% | +1.4% | -15.9% |
| 5Y | -1.2% | -33.9% | +32.7% | +0.9% |
| 10Y | +83.7% | -30.9% | +114.7% | +77.2% |
| All | +950.6% | +19,145.3% | -18,194.6% | +510.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling