-21.3%
IT vs BIIB
+55.8%
-77.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.2% |
| 7D | -6.0% | +1.1% | -7.1% | -6.3% |
| 30D | 0.0% | +6.9% | -6.9% | -1.8% |
| 3M | +13.1% | +12.4% | +0.7% | +10.4% |
| 6M | +11.7% | +16.3% | -4.6% | +8.5% |
| YTD | -26.1% | +25.5% | -51.6% | -29.7% |
| 1Y | -21.3% | +57.8% | -79.1% | -23.5% |
| All | -21.3% | +55.8% | -77.0% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling