-16.1%
IP vs BIIB
-33.3%
+17.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | -5.3% | +1.1% | -6.3% | -5.5% |
| 30D | -10.9% | +6.9% | -17.7% | -12.0% |
| 3M | +11.2% | +12.4% | -1.2% | +8.5% |
| 6M | -10.2% | +16.3% | -26.5% | -13.1% |
| YTD | -2.0% | +25.5% | -27.5% | -6.6% |
| 1Y | -19.1% | +57.8% | -76.9% | -25.9% |
| 3Y | +20.9% | -17.3% | +38.2% | +20.2% |
| All | -16.1% | -33.3% | +17.2% | -16.4% |
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