+274.5%
IR vs BIIB
-15.7%
+290.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | -3.1% | -4.0% | +1.0% | -2.5% |
| 30D | -14.0% | +5.7% | -19.7% | -14.7% |
| 3M | +3.7% | +10.9% | -7.2% | +2.1% |
| 6M | -15.4% | +14.3% | -29.7% | -17.3% |
| YTD | -7.7% | +22.4% | -30.1% | -10.7% |
| 1Y | -8.8% | +51.1% | -59.9% | -14.4% |
| 3Y | +5.6% | -16.8% | +22.4% | +5.7% |
| 5Y | +34.3% | -28.1% | +62.5% | +34.5% |
| All | +274.5% | -15.7% | +290.2% | +287.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling