+72.4%
IBM vs BIIB
-19.0%
+91.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.5% |
| 7D | +0.3% | -1.6% | +1.9% | +0.6% |
| 30D | -1.5% | +2.2% | -3.7% | -1.9% |
| 3M | -16.8% | +10.3% | -27.1% | -17.5% |
| 6M | -9.0% | +14.9% | -24.0% | -10.6% |
| YTD | -20.1% | +20.7% | -40.8% | -22.4% |
| 1Y | -7.0% | +50.3% | -57.4% | -13.1% |
| 3Y | +72.4% | -18.0% | +90.3% | +71.5% |
| All | +72.4% | -19.0% | +91.3% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling