+352.1%
IDXX vs BIIB
-26.2%
+378.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -5.7% | -1.7% | -4.1% | -5.4% |
| 30D | -11.5% | +4.0% | -15.5% | -12.3% |
| 3M | -9.5% | +8.6% | -18.1% | -11.2% |
| 6M | -16.0% | +14.0% | -30.0% | -18.6% |
| YTD | -25.4% | +23.4% | -48.8% | -29.1% |
| 1Y | -21.8% | +45.9% | -67.7% | -28.3% |
| 3Y | +7.0% | -16.1% | +23.2% | +8.1% |
| 5Y | -26.0% | -27.6% | +1.6% | -24.6% |
| All | +352.1% | -26.2% | +378.3% | +357.4% |
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