+2,939.7%
JCI vs BIIB
+8,346.7%
-5,407.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.4% | -2.4% |
| 7D | +3.2% | +2.0% | +1.2% | +3.0% |
| 30D | -8.6% | +8.8% | -17.4% | -9.5% |
| 3M | -7.7% | +20.3% | -28.0% | -9.7% |
| 6M | -2.6% | +23.9% | -26.5% | -5.1% |
| YTD | +17.4% | +44.0% | -26.6% | +12.2% |
| 1Y | +16.9% | +53.8% | -36.9% | +10.9% |
| 3Y | +186.7% | +13.8% | +172.9% | +178.8% |
| 5Y | +95.4% | -6.3% | +101.7% | +92.0% |
| 10Y | +292.7% | -20.6% | +313.4% | +273.5% |
| All | +2,939.7% | +8,346.7% | -5,407.0% | +1,843.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling