-13.6%
IP vs BIIB
-7.5%
-6.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | +1.2% |
| 7D | -0.3% | +2.0% | -2.3% | -0.7% |
| 30D | +7.9% | +8.8% | -0.9% | +6.1% |
| 3M | -15.3% | +20.3% | -35.6% | -18.4% |
| 6M | +10.5% | +23.9% | -13.4% | +5.6% |
| YTD | -9.4% | +44.0% | -53.4% | -16.0% |
| 1Y | -4.6% | +53.8% | -58.5% | -12.6% |
| 3Y | +21.2% | +13.8% | +7.4% | +13.8% |
| All | -13.6% | -7.5% | -6.2% | -20.7% |
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