+140.5%
IBM vs BIIB
-28.4%
+168.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.5% |
| 7D | +3.6% | -5.4% | +8.9% | +4.3% |
| 30D | +1.5% | +1.7% | -0.2% | +1.3% |
| 3M | -12.9% | +5.8% | -18.8% | -13.3% |
| 6M | -3.9% | +11.9% | -15.9% | -5.3% |
| YTD | -17.3% | +19.7% | -37.1% | -19.4% |
| 1Y | -5.0% | +46.7% | -51.7% | -9.9% |
| 3Y | +78.2% | -18.6% | +96.8% | +80.2% |
| 5Y | +120.6% | -29.8% | +150.4% | +124.6% |
| All | +140.5% | -28.4% | +168.8% | +131.9% |
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