+26.5%
IP vs BIIB
-14.6%
+41.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | -5.1% | -2.1% | -3.0% | -4.7% |
| 30D | +8.5% | +11.8% | -3.3% | +6.4% |
| 3M | -13.8% | +20.4% | -34.2% | -16.5% |
| 6M | +5.7% | +30.2% | -24.5% | +0.9% |
| YTD | -9.1% | +41.1% | -50.2% | -14.5% |
| 1Y | -0.8% | +58.4% | -59.3% | -8.4% |
| 3Y | +14.8% | -0.1% | +14.9% | +12.2% |
| 5Y | -11.5% | -10.9% | -0.6% | -13.4% |
| All | +26.5% | -14.6% | +41.1% | +15.1% |
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