+101.8%
IRM vs BIIB
-19.0%
+120.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +3.0% | -5.4% | +8.4% | +3.9% |
| 30D | -5.2% | +1.7% | -7.0% | -5.6% |
| 3M | -8.0% | +5.8% | -13.9% | -9.4% |
| 6M | +9.2% | +11.9% | -2.8% | +5.9% |
| YTD | +41.0% | +19.7% | +21.3% | +34.7% |
| 1Y | +23.3% | +46.7% | -23.5% | +12.3% |
| All | +101.8% | -19.0% | +120.8% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling