+50,370.0%
IDXX vs BIIB
+7,138.3%
+43,231.7%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -5.7% | -1.7% | -4.1% | -5.5% |
| 30D | -11.5% | +4.0% | -15.5% | -12.0% |
| 3M | -9.5% | +8.6% | -18.1% | -10.7% |
| 6M | -16.0% | +14.0% | -30.0% | -17.7% |
| YTD | -25.4% | +23.4% | -48.8% | -27.9% |
| 1Y | -21.8% | +45.9% | -67.7% | -26.2% |
| 3Y | +7.0% | -16.1% | +23.2% | +8.2% |
| 5Y | -26.0% | -27.6% | +1.6% | -24.5% |
| 10Y | +358.9% | -26.7% | +385.6% | +343.6% |
| All | +50,370.0% | +7,138.3% | +43,231.7% | +27,860.9% |
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