+180.8%
IRM vs BIIB
-7.5%
+188.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +6.8% | +2.0% | +4.8% | +6.4% |
| 30D | +2.6% | +8.8% | -6.2% | +1.1% |
| 3M | -9.5% | +20.3% | -29.8% | -12.5% |
| 6M | -8.5% | +23.9% | -32.4% | -12.4% |
| YTD | +40.3% | +44.0% | -3.7% | +29.8% |
| 1Y | +28.7% | +53.8% | -25.1% | +17.4% |
| 3Y | +111.8% | +13.8% | +98.0% | +102.1% |
| All | +180.8% | -7.5% | +188.2% | +178.2% |
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