-5.5%
IP vs BIIB
+61.6%
-67.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -2.8% | -0.4% | -2.4% | -2.6% |
| 30D | +9.2% | +10.5% | -1.3% | +5.5% |
| 3M | -16.1% | +24.3% | -40.4% | -22.0% |
| 6M | +9.6% | +28.0% | -18.4% | +0.3% |
| YTD | -8.8% | +44.0% | -52.8% | -20.7% |
| 1Y | -5.5% | +58.8% | -64.3% | -24.2% |
| All | -5.5% | +61.6% | -67.2% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling