+10,042.6%
IRM vs BIIB
+6,135.2%
+3,907.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +1.8% |
| 7D | -0.5% | +1.1% | -1.5% | -0.6% |
| 30D | -8.1% | +6.9% | -15.0% | -8.9% |
| 3M | -9.7% | +12.4% | -22.1% | -11.1% |
| 6M | +10.0% | +16.3% | -6.3% | +7.5% |
| YTD | +43.0% | +25.5% | +17.5% | +38.4% |
| 1Y | +32.7% | +57.8% | -25.1% | +24.8% |
| 3Y | +102.7% | -17.3% | +120.1% | +104.4% |
| 5Y | +187.6% | -33.8% | +221.4% | +193.9% |
| 10Y | +420.1% | -29.6% | +449.7% | +399.8% |
| All | +10,042.6% | +6,135.2% | +3,907.4% | +5,641.7% |
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