+115.1%
INDA vs BIIB
+80.7%
+34.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +0.7% | +1.1% | -0.4% | +0.6% |
| 30D | -0.8% | +6.9% | -7.7% | -1.7% |
| 3M | +3.9% | +12.4% | -8.5% | +2.1% |
| 6M | -0.7% | +16.3% | -17.0% | -3.1% |
| YTD | -7.7% | +25.5% | -33.1% | -11.0% |
| 1Y | -5.1% | +57.8% | -62.9% | -11.5% |
| 3Y | +13.6% | -17.3% | +31.0% | +14.6% |
| 5Y | +7.8% | -33.8% | +41.6% | +10.3% |
| 10Y | +84.6% | -29.6% | +114.2% | +74.3% |
| All | +115.1% | +80.7% | +34.5% | +45.3% |
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