+179.3%
IJH vs BIIB
-26.2%
+205.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -1.9% | -1.7% | -0.2% | -1.6% |
| 30D | -4.6% | +4.0% | -8.6% | -5.3% |
| 3M | -1.2% | +8.6% | -9.8% | -2.8% |
| 6M | +9.4% | +14.0% | -4.6% | +6.5% |
| YTD | +13.3% | +23.4% | -10.1% | +8.7% |
| 1Y | +13.4% | +45.9% | -32.5% | +5.6% |
| 3Y | +50.4% | -16.1% | +66.6% | +51.2% |
| 5Y | +49.0% | -27.6% | +76.5% | +50.4% |
| All | +179.3% | -26.2% | +205.4% | +165.1% |
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 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