+34.4%
JD vs BIIB
-20.7%
+55.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +1.3% |
| 7D | -4.1% | +2.0% | -6.2% | -4.5% |
| 30D | +4.6% | +8.8% | -4.2% | +2.7% |
| 3M | -4.7% | +20.3% | -25.0% | -8.5% |
| 6M | -17.4% | +23.9% | -41.2% | -21.5% |
| YTD | +0.7% | +44.0% | -43.3% | -7.8% |
| 1Y | -5.9% | +53.8% | -59.7% | -15.1% |
| 3Y | +18.9% | +13.8% | +5.0% | +12.8% |
| 5Y | -62.9% | -6.3% | -56.6% | -64.2% |
| All | +34.4% | -20.7% | +55.1% | +20.3% |
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 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