+1,525.1%
JBL vs BIIB
-26.2%
+1,551.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.9% |
| 7D | +2.4% | -1.7% | +4.1% | +2.7% |
| 30D | -13.1% | +4.0% | -17.1% | -13.7% |
| 3M | -15.6% | +8.6% | -24.2% | -17.1% |
| 6M | +24.6% | +14.0% | +10.6% | +21.0% |
| YTD | +39.6% | +23.4% | +16.2% | +33.6% |
| 1Y | +48.6% | +45.9% | +2.7% | +37.9% |
| 3Y | +197.3% | -16.1% | +213.4% | +199.6% |
| 5Y | +413.0% | -27.6% | +440.6% | +419.5% |
| All | +1,525.1% | -26.2% | +1,551.2% | +1,429.0% |
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