-13.3%
IBM vs BIIB
+68.6%
-81.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.2% |
| 7D | +0.4% | +4.3% | -3.8% | -0.6% |
| 30D | +14.8% | +13.8% | +1.0% | +11.1% |
| 3M | +8.9% | +22.1% | -13.1% | +3.5% |
| 6M | +12.4% | +35.9% | -23.5% | +7.2% |
| YTD | -12.4% | +44.6% | -57.0% | -18.3% |
| 1Y | -13.3% | +70.4% | -83.7% | -24.5% |
| All | -13.3% | +68.6% | -81.9% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling