+166.0%
JCI vs BIIB
-19.0%
+185.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +4.1% | -5.4% | +9.4% | +4.8% |
| 30D | -3.8% | +1.7% | -5.6% | -4.1% |
| 3M | -1.6% | +5.8% | -7.5% | -2.9% |
| 6M | +9.5% | +11.9% | -2.4% | +6.9% |
| YTD | +21.7% | +19.7% | +2.0% | +17.1% |
| 1Y | +37.1% | +46.7% | -9.6% | +26.4% |
| All | +166.0% | -19.0% | +185.0% | +171.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling