+21.5%
BX vs BIIB
-17.2%
+38.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.1% | -3.4% |
| 7D | -8.9% | -4.0% | -4.9% | -7.9% |
| 30D | -14.8% | +5.7% | -20.4% | -16.0% |
| 3M | +6.9% | +10.9% | -4.0% | +3.4% |
| 6M | +16.3% | +14.3% | +1.9% | +10.7% |
| YTD | -16.1% | +22.4% | -38.5% | -22.5% |
| 1Y | -26.8% | +51.1% | -77.8% | -38.0% |
| All | +21.5% | -17.2% | +38.7% | +29.4% |
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 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