-17.4%
JD vs BIIB
+49.3%
-66.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -2.4% |
| 7D | -3.0% | -5.4% | +2.4% | -2.3% |
| 30D | -19.3% | +1.7% | -21.1% | -19.5% |
| 3M | -6.0% | +5.8% | -11.9% | -7.1% |
| 6M | +1.8% | +11.9% | -10.2% | -0.4% |
| YTD | -2.6% | +19.7% | -22.3% | -6.4% |
| 1Y | -17.4% | +46.7% | -64.2% | -25.5% |
| All | -17.4% | +49.3% | -66.7% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling