+9,849.4%
IRM vs BIIB
+7,054.8%
+2,794.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +6.8% | +2.0% | +4.8% | +6.5% |
| 30D | +2.6% | +8.8% | -6.2% | +1.6% |
| 3M | -9.5% | +20.3% | -29.8% | -11.5% |
| 6M | -8.5% | +23.9% | -32.4% | -11.1% |
| YTD | +40.3% | +44.0% | -3.7% | +33.5% |
| 1Y | +28.7% | +53.8% | -25.1% | +21.5% |
| 3Y | +111.8% | +13.8% | +98.0% | +105.7% |
| 5Y | +189.1% | -6.3% | +195.4% | +183.9% |
| 10Y | +519.8% | -20.6% | +540.4% | +487.5% |
| All | +9,849.4% | +7,054.8% | +2,794.6% | +5,438.8% |
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