+336.0%
IR vs BIIB
-0.8%
+336.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | +7.6% | +10.5% | -2.9% | +6.0% |
| 3M | +0.1% | +24.3% | -24.2% | -2.9% |
| 6M | +14.0% | +28.0% | -14.1% | +9.8% |
| YTD | +7.5% | +44.0% | -36.5% | +1.6% |
| 1Y | +10.1% | +58.8% | -48.7% | +2.7% |
| 3Y | +24.9% | +12.7% | +12.1% | +20.2% |
| 5Y | +46.9% | -4.9% | +51.8% | +42.3% |
| All | +336.0% | -0.8% | +336.8% | +341.3% |
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