+134.5%
IBM vs BIIB
-26.8%
+161.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.8% |
| 7D | -0.3% | -4.0% | +3.8% | +0.2% |
| 30D | -1.8% | +5.7% | -7.5% | -2.6% |
| 3M | -13.5% | +10.9% | -24.4% | -14.4% |
| 6M | -5.1% | +14.3% | -19.4% | -6.7% |
| YTD | -19.4% | +22.4% | -41.8% | -21.7% |
| 1Y | -6.5% | +51.1% | -57.6% | -11.7% |
| 3Y | +73.8% | -16.8% | +90.6% | +75.2% |
| 5Y | +116.3% | -28.1% | +144.5% | +119.5% |
| All | +134.5% | -26.8% | +161.3% | +125.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling