+123.4%
ILMN vs BIIB
+55.8%
+67.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.1% |
| 7D | +1.2% | +1.1% | +0.2% | +0.9% |
| 30D | +9.2% | +6.9% | +2.3% | +7.3% |
| 3M | +29.8% | +12.4% | +17.4% | +24.9% |
| 6M | +69.2% | +16.3% | +52.9% | +60.5% |
| YTD | +66.4% | +25.5% | +40.9% | +47.5% |
| 1Y | +123.4% | +57.8% | +65.6% | +56.8% |
| All | +123.4% | +55.8% | +67.6% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling