+1,058.8%
ILMN vs BIIB
+497.4%
+561.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.7% |
| 7D | -2.6% | +2.4% | -4.9% | -3.2% |
| 30D | -20.6% | +12.9% | -33.6% | -23.9% |
| 3M | +17.5% | +22.6% | -5.1% | +9.7% |
| 6M | +55.6% | +31.7% | +23.9% | +41.1% |
| YTD | +68.3% | +44.8% | +23.5% | +46.3% |
| 1Y | +81.1% | +63.9% | +17.2% | +51.0% |
| 3Y | +112.2% | +13.5% | +98.7% | +98.2% |
| 5Y | -42.6% | -5.6% | -37.0% | -44.2% |
| 10Y | +70.5% | -20.3% | +90.8% | +50.0% |
| All | +1,058.8% | +497.4% | +561.4% | +234.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling