+100.0%
IT vs BIIB
-26.2%
+126.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.5% | +5.1% |
| 7D | -3.7% | -1.7% | -2.0% | -3.4% |
| 30D | +0.1% | +4.0% | -3.9% | -0.4% |
| 3M | +20.7% | +8.6% | +12.1% | +19.5% |
| 6M | +12.0% | +14.0% | -2.0% | +9.9% |
| YTD | -28.8% | +23.4% | -52.2% | -31.0% |
| 1Y | -25.5% | +45.9% | -71.4% | -29.5% |
| 3Y | -48.8% | -16.1% | -32.6% | -48.5% |
| 5Y | -42.7% | -27.6% | -15.2% | -42.5% |
| All | +100.0% | -26.2% | +126.2% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling