+30.7%
IVZ vs BIIB
+68.6%
-37.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.8% |
| 7D | +2.6% | +4.3% | -1.6% | +2.0% |
| 30D | -3.5% | +13.8% | -17.3% | -5.4% |
| 3M | -7.4% | +22.1% | -29.5% | -10.3% |
| 6M | +14.7% | +35.9% | -21.2% | +7.6% |
| YTD | +14.6% | +44.6% | -30.0% | +5.1% |
| 1Y | +30.7% | +70.4% | -39.7% | +12.3% |
| All | +30.7% | +68.6% | -37.9% | +12.3% |
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 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