+18.4%
BX vs BIIB
-28.1%
+46.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | -5.6% | -1.7% | -3.9% | -5.1% |
| 30D | -12.2% | +4.0% | -16.2% | -13.3% |
| 3M | +7.4% | +8.6% | -1.2% | +4.0% |
| 6M | +22.2% | +14.0% | +8.2% | +15.9% |
| YTD | -14.0% | +23.4% | -37.4% | -21.2% |
| 1Y | -27.3% | +45.9% | -73.2% | -37.6% |
| 3Y | +24.5% | -16.1% | +40.7% | +27.0% |
| All | +18.4% | -28.1% | +46.5% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling