+661.1%
BX vs BIIB
-26.2%
+687.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.3% |
| 7D | -5.6% | -1.7% | -3.9% | -5.3% |
| 30D | -12.2% | +4.0% | -16.2% | -13.0% |
| 3M | +7.4% | +8.6% | -1.2% | +5.0% |
| 6M | +22.2% | +14.0% | +8.2% | +17.7% |
| YTD | -14.0% | +23.4% | -37.4% | -19.1% |
| 1Y | -27.3% | +45.9% | -73.2% | -34.5% |
| 3Y | +24.5% | -16.1% | +40.7% | +26.0% |
| 5Y | +18.9% | -27.6% | +46.5% | +21.4% |
| All | +661.1% | -26.2% | +687.2% | +623.7% |
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