+43.3%
IR vs BIIB
-35.6%
+79.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.1% | -0.8% |
| 7D | +0.6% | -1.6% | +2.3% | +1.0% |
| 30D | -13.6% | +2.2% | -15.8% | -14.1% |
| 3M | +3.7% | +10.3% | -6.6% | +1.1% |
| 6M | -13.1% | +14.9% | -28.0% | -16.4% |
| YTD | -5.1% | +20.7% | -25.9% | -10.1% |
| 1Y | -6.5% | +50.3% | -56.8% | -16.1% |
| 3Y | +8.5% | -18.0% | +26.5% | +9.0% |
| 5Y | +43.3% | -33.9% | +77.2% | +38.9% |
| All | +43.3% | -35.6% | +79.0% | +38.9% |
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 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