+186.2%
ITUB vs BIIB
-28.1%
+214.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +2.2% | -1.7% | +3.9% | +2.4% |
| 30D | +12.6% | +4.0% | +8.6% | +12.2% |
| 3M | +6.4% | +8.6% | -2.2% | +5.3% |
| 6M | +0.6% | +14.0% | -13.4% | -1.2% |
| YTD | +18.8% | +23.4% | -4.5% | +15.4% |
| 1Y | +31.0% | +45.9% | -14.9% | +24.6% |
| 3Y | +118.1% | -16.1% | +134.2% | +119.0% |
| All | +186.2% | -28.1% | +214.2% | +192.8% |
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 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