+2,069.6%
IBM vs BIIB
+7,261.0%
-5,191.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | +0.3% | +6.9% | -6.6% | -0.4% |
| 3M | -21.6% | +12.4% | -34.0% | -22.4% |
| 6M | -4.7% | +16.3% | -21.0% | -6.1% |
| YTD | -19.1% | +25.5% | -44.6% | -21.0% |
| 1Y | -2.5% | +57.8% | -60.3% | -7.0% |
| 3Y | +74.2% | -17.3% | +91.5% | +75.7% |
| 5Y | +113.1% | -33.8% | +146.9% | +117.0% |
| 10Y | +133.5% | -29.6% | +163.1% | +126.8% |
| All | +2,069.6% | +7,261.0% | -5,191.4% | +1,215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling