+235.1%
IP vs BIIB
+8,031.0%
-7,795.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.2% | -3.5% |
| 7D | -5.0% | -2.3% | -2.7% | -4.7% |
| 30D | +6.5% | +9.4% | -2.9% | +5.5% |
| 3M | -18.0% | +18.1% | -36.1% | -19.5% |
| 6M | +10.3% | +29.0% | -18.7% | +7.3% |
| YTD | -9.9% | +38.6% | -48.5% | -13.1% |
| 1Y | -1.1% | +59.0% | -60.0% | -5.9% |
| 3Y | +13.0% | -2.2% | +15.2% | +12.1% |
| 5Y | -12.3% | -12.5% | +0.2% | -13.0% |
| 10Y | +26.8% | -11.9% | +38.8% | +20.7% |
| All | +235.1% | +8,031.0% | -7,795.9% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling