-42.6%
ILMN vs BIIB
-6.3%
-36.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.5% |
| 7D | -2.6% | +2.4% | -4.9% | -3.5% |
| 30D | -20.6% | +12.9% | -33.6% | -25.0% |
| 3M | +17.5% | +22.6% | -5.1% | +7.2% |
| 6M | +55.6% | +31.7% | +23.9% | +36.2% |
| YTD | +68.3% | +44.8% | +23.5% | +38.3% |
| 1Y | +81.1% | +63.9% | +17.2% | +39.7% |
| 3Y | +112.2% | +13.5% | +98.7% | +89.7% |
| 5Y | -42.6% | -5.6% | -37.0% | -46.4% |
| All | -42.6% | -6.3% | -36.3% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling