+133.1%
IBB vs BIIB
-20.9%
+154.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.4% | -0.4% | -0.9% | -1.2% |
| 30D | +6.8% | +10.5% | -3.7% | +3.7% |
| 3M | +9.2% | +24.3% | -15.1% | +2.6% |
| 6M | +28.3% | +28.0% | +0.3% | +19.0% |
| YTD | +29.4% | +44.0% | -14.6% | +15.4% |
| 1Y | +33.2% | +58.8% | -25.6% | +15.4% |
| 3Y | +90.2% | +12.7% | +77.4% | +78.7% |
| 5Y | +44.0% | -4.9% | +48.9% | +38.5% |
| 10Y | +133.1% | -20.6% | +153.7% | +105.7% |
| All | +133.1% | -20.9% | +154.0% | +105.7% |
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