+40.0%
ICE vs BIIB
-28.2%
+68.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -0.7% |
| 7D | -5.3% | -4.0% | -1.3% | -4.8% |
| 30D | +3.0% | +5.7% | -2.6% | +2.3% |
| 3M | +11.4% | +10.9% | +0.5% | +9.6% |
| 6M | -2.0% | +14.3% | -16.4% | -4.2% |
| YTD | -3.1% | +22.4% | -25.5% | -6.5% |
| 1Y | -8.4% | +51.1% | -59.4% | -14.6% |
| 3Y | +40.7% | -16.8% | +57.6% | +43.0% |
| 5Y | +40.0% | -28.1% | +68.1% | +50.0% |
| All | +40.0% | -28.2% | +68.1% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling