+291.3%
IR vs BIIB
-13.5%
+304.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | -2.8% | +1.1% | -3.9% | -3.0% |
| 30D | -15.1% | +6.9% | -22.0% | -15.9% |
| 3M | +6.1% | +12.4% | -6.3% | +4.2% |
| 6M | -16.8% | +16.3% | -33.1% | -18.8% |
| YTD | -3.5% | +25.5% | -29.0% | -7.0% |
| 1Y | -3.5% | +57.8% | -61.3% | -9.9% |
| 3Y | +9.5% | -17.3% | +26.8% | +9.7% |
| 5Y | +45.1% | -33.8% | +78.9% | +46.1% |
| All | +291.3% | -13.5% | +304.8% | +303.9% |
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 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