+46.8%
IR vs BIIB
-6.3%
+53.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +4.1% |
| 7D | +5.0% | +2.4% | +2.7% | +4.5% |
| 30D | +10.3% | +12.9% | -2.6% | +7.2% |
| 3M | -0.1% | +22.6% | -22.6% | -4.8% |
| 6M | +14.8% | +31.7% | -17.0% | +7.1% |
| YTD | +9.7% | +44.8% | -35.1% | -0.5% |
| 1Y | +12.2% | +63.9% | -51.7% | -1.3% |
| 3Y | +30.0% | +13.5% | +16.5% | +21.2% |
| 5Y | +46.8% | -5.6% | +52.4% | +42.2% |
| All | +46.8% | -6.3% | +53.1% | +42.2% |
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 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