-14.8%
IP vs BIIB
-8.5%
-6.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -0.9% | +2.7% | -3.6% | -1.4% |
| 30D | +6.7% | +9.4% | -2.7% | +4.8% |
| 3M | -16.6% | +19.9% | -36.5% | -19.6% |
| 6M | +6.0% | +25.6% | -19.7% | +1.0% |
| YTD | -10.7% | +42.3% | -53.0% | -17.0% |
| 1Y | -6.7% | +55.1% | -61.8% | -14.5% |
| 3Y | +17.1% | +11.4% | +5.7% | +10.4% |
| All | -14.8% | -8.5% | -6.3% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling