+10.3%
IP vs BIIB
+30.2%
-19.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.2% | -2.7% |
| 7D | -5.0% | -2.3% | -2.7% | -4.2% |
| 30D | +6.5% | +9.4% | -2.9% | +3.4% |
| 3M | -18.0% | +18.1% | -36.1% | -22.1% |
| 6M | +10.3% | +29.0% | -18.7% | +3.2% |
| All | +10.3% | +30.2% | -19.9% | +3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling