+144.8%
IBM vs BIIB
-21.7%
+166.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.3% |
| 7D | -0.3% | +2.7% | -3.0% | -0.7% |
| 30D | +6.8% | +9.4% | -2.7% | +5.4% |
| 3M | +4.4% | +19.9% | -15.5% | +1.8% |
| 6M | +13.2% | +25.6% | -12.5% | +9.8% |
| YTD | -15.1% | +42.3% | -57.5% | -19.3% |
| 1Y | -20.2% | +55.1% | -75.3% | -24.9% |
| 3Y | +79.3% | +11.4% | +67.9% | +74.0% |
| 5Y | +147.5% | -7.4% | +154.8% | +142.7% |
| All | +144.8% | -21.7% | +166.5% | +129.8% |
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