+59.7%
ILMN vs BIIB
-21.3%
+81.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.5% |
| 7D | -9.8% | +1.7% | -11.5% | -10.2% |
| 30D | -22.7% | +12.2% | -34.9% | -25.4% |
| 3M | +12.1% | +22.3% | -10.2% | +5.7% |
| 6M | +51.5% | +30.9% | +20.6% | +39.3% |
| YTD | +63.9% | +43.9% | +20.0% | +45.1% |
| 1Y | +76.6% | +62.1% | +14.5% | +50.9% |
| 3Y | +124.6% | +12.7% | +111.9% | +110.5% |
| 5Y | -42.7% | -5.1% | -37.6% | -44.9% |
| 10Y | +59.7% | -21.9% | +81.6% | +49.2% |
| All | +59.7% | -21.3% | +81.0% | +49.2% |
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