+16.9%
JD vs BIIB
-30.8%
+47.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -2.3% |
| 7D | -3.0% | -5.4% | +2.4% | -1.9% |
| 30D | -19.3% | +1.7% | -21.1% | -19.7% |
| 3M | -6.0% | +5.8% | -11.9% | -7.5% |
| 6M | +1.8% | +11.9% | -10.2% | -1.2% |
| YTD | -2.6% | +19.7% | -22.3% | -7.1% |
| 1Y | -17.4% | +46.7% | -64.2% | -24.8% |
| 3Y | -8.6% | -18.6% | +10.0% | -7.0% |
| 5Y | -61.6% | -29.8% | -31.8% | -60.7% |
| 10Y | +16.9% | -28.8% | +45.7% | +8.9% |
| All | +16.9% | -30.8% | +47.7% | +8.9% |
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