+2,316.3%
ICE vs BIIB
+400.9%
+1,915.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | -0.7% | +1.1% | -1.7% | -0.9% |
| 30D | +7.6% | +6.9% | +0.7% | +5.9% |
| 3M | +13.9% | +12.4% | +1.5% | +10.3% |
| 6M | -2.4% | +16.3% | -18.6% | -6.6% |
| YTD | +0.3% | +25.5% | -25.2% | -6.2% |
| 1Y | -6.4% | +57.8% | -64.2% | -17.5% |
| 3Y | +43.1% | -17.3% | +60.4% | +45.2% |
| 5Y | +42.1% | -33.8% | +75.9% | +48.2% |
| 10Y | +220.9% | -29.6% | +250.5% | +180.2% |
| All | +2,316.3% | +400.9% | +1,915.4% | +523.1% |
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