-53.1%
ILMN vs BIIB
-35.6%
-17.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -1.7% |
| 7D | +1.9% | -1.6% | +3.5% | +2.7% |
| 30D | +12.3% | +2.2% | +10.1% | +11.3% |
| 3M | +33.5% | +10.3% | +23.2% | +26.9% |
| 6M | +69.4% | +14.9% | +54.4% | +56.8% |
| YTD | +60.9% | +20.7% | +40.2% | +43.7% |
| 1Y | +115.0% | +50.3% | +64.6% | +72.8% |
| 3Y | +37.0% | -18.0% | +55.0% | +41.4% |
| 5Y | -53.1% | -33.9% | -19.2% | -51.2% |
| All | -53.1% | -35.6% | -17.5% | -51.2% |
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 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