+3,053.2%
JCI vs BIIB
+7,261.0%
-4,207.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | +3.8% | +1.1% | +2.8% | +3.7% |
| 30D | -5.7% | +6.9% | -12.5% | -6.4% |
| 3M | -1.4% | +12.4% | -13.8% | -2.9% |
| 6M | +4.1% | +16.3% | -12.1% | +2.1% |
| YTD | +21.7% | +25.5% | -3.7% | +18.2% |
| 1Y | +36.1% | +57.8% | -21.7% | +28.8% |
| 3Y | +154.4% | -17.3% | +171.8% | +156.1% |
| 5Y | +112.0% | -33.8% | +145.8% | +116.1% |
| 10Y | +322.2% | -29.6% | +351.8% | +306.8% |
| All | +3,053.2% | +7,261.0% | -4,207.8% | +1,948.3% |
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 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