-45.9%
IT vs BIIB
-29.7%
-16.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.5% |
| 7D | -9.1% | -5.4% | -3.8% | -7.8% |
| 30D | -12.2% | +1.7% | -13.9% | -12.5% |
| 3M | +7.8% | +5.8% | +2.0% | +6.6% |
| 6M | +2.0% | +11.9% | -10.0% | -0.8% |
| YTD | -32.7% | +19.7% | -52.5% | -35.9% |
| 1Y | -31.1% | +46.7% | -77.8% | -37.6% |
| 3Y | -52.1% | -18.6% | -33.5% | -51.1% |
| All | -45.9% | -29.7% | -16.2% | -45.7% |
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 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