+127.0%
IBB vs BIIB
-30.8%
+157.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -3.9% | -5.4% | +1.5% | -2.3% |
| 30D | +2.7% | +1.7% | +1.0% | +2.3% |
| 3M | +21.4% | +5.8% | +15.5% | +19.0% |
| 6M | +20.1% | +11.9% | +8.1% | +15.4% |
| YTD | +21.9% | +19.7% | +2.1% | +14.5% |
| 1Y | +44.1% | +46.7% | -2.6% | +27.3% |
| 3Y | +63.4% | -18.6% | +82.0% | +68.3% |
| 5Y | +19.8% | -29.8% | +49.5% | +25.4% |
| 10Y | +127.0% | -28.8% | +155.8% | +105.2% |
| All | +127.0% | -30.8% | +157.8% | +105.2% |
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