+23.7%
IP vs BIIB
-21.3%
+45.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | 0.0% | +1.7% | -1.7% | -0.2% |
| 30D | +9.4% | +12.2% | -2.8% | +7.2% |
| 3M | -14.1% | +22.3% | -36.3% | -17.0% |
| 6M | +9.2% | +30.9% | -21.7% | +4.1% |
| YTD | -7.5% | +43.9% | -51.4% | -13.3% |
| 1Y | -2.8% | +62.1% | -64.9% | -10.6% |
| 3Y | +21.2% | +12.7% | +8.6% | +16.3% |
| 5Y | -11.5% | -5.1% | -6.4% | -14.2% |
| 10Y | +23.7% | -21.9% | +45.6% | +13.6% |
| All | +23.7% | -21.3% | +45.0% | +13.6% |
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