Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • D vs BIIB✓SelectedUSD · BIIBD vs BIIB performance historyLatest closeAs of-0.43%09/04
Stock and ETF performance explorer

D vs BIIB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,913.9%
BIIB return
+7,261.0%
Excess return
-5,347.1%
Maximum drawdown
-52.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioBIIBExcessAlpha
1D-0.4%-1.6%+1.2%-0.3%
7D+1.5%+1.1%+0.4%+1.4%
30D-2.6%+6.9%-9.5%-2.9%
3M0.0%+12.4%-12.4%-0.7%
6M+7.4%+16.3%-8.9%+6.3%
YTD+15.9%+25.5%-9.6%+14.2%
1Y+18.1%+57.8%-39.7%+15.0%
3Y+58.4%-17.3%+75.7%+58.9%
5Y+5.2%-33.8%+39.0%+6.0%
10Y+35.9%-29.6%+65.4%+33.7%
All+1,913.9%+7,261.0%-5,347.1%+1,534.6%

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 1990-01-01 to 2026-09-04: 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling