+110.3%
JCI vs BIIB
-34.6%
+144.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +4.1% | -5.4% | +9.4% | +5.0% |
| 30D | -3.8% | +1.7% | -5.6% | -4.3% |
| 3M | -1.6% | +5.8% | -7.5% | -3.2% |
| 6M | +9.5% | +11.9% | -2.4% | +6.3% |
| YTD | +21.7% | +19.7% | +2.0% | +16.3% |
| 1Y | +37.1% | +46.7% | -9.6% | +25.1% |
| 3Y | +165.2% | -18.6% | +183.8% | +168.8% |
| 5Y | +110.3% | -29.8% | +140.1% | +122.1% |
| All | +110.3% | -34.6% | +144.8% | +122.1% |
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