+32.2%
JD vs BIIB
-20.9%
+53.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | +4.2% | +10.5% | -6.2% | +2.0% |
| 3M | -12.8% | +24.3% | -37.0% | -16.8% |
| 6M | -8.8% | +28.0% | -36.8% | -13.9% |
| YTD | +0.5% | +44.0% | -43.5% | -7.9% |
| 1Y | -8.8% | +58.8% | -67.6% | -18.3% |
| 3Y | +18.6% | +12.7% | +5.8% | +12.8% |
| 5Y | -62.2% | -4.9% | -57.3% | -63.6% |
| 10Y | +32.2% | -20.6% | +52.8% | +17.0% |
| All | +32.2% | -20.9% | +53.1% | +17.0% |
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