+6,234.5%
IT vs BIIB
+29,566.3%
-23,331.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | +1.1% | +2.0% | -1.0% | +0.8% |
| 30D | -1.8% | +8.8% | -10.7% | -3.1% |
| 3M | +4.8% | +20.3% | -15.5% | +1.9% |
| 6M | +33.0% | +23.9% | +9.1% | +28.8% |
| YTD | -23.8% | +44.0% | -67.8% | -28.2% |
| 1Y | -16.5% | +53.8% | -70.3% | -22.1% |
| 3Y | -53.6% | +13.8% | -67.5% | -55.2% |
| 5Y | -42.1% | -6.3% | -35.8% | -43.2% |
| 10Y | +90.1% | -20.6% | +110.7% | +77.3% |
| All | +6,234.5% | +29,566.3% | -23,331.8% | +2,619.3% |
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