-61.3%
JD vs BIIB
-35.6%
-25.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -1.1% |
| 7D | -0.8% | -1.6% | +0.9% | -0.4% |
| 30D | -16.0% | +2.2% | -18.2% | -16.6% |
| 3M | -3.2% | +10.3% | -13.5% | -6.3% |
| 6M | +6.1% | +14.9% | -8.9% | +1.1% |
| YTD | -0.1% | +20.7% | -20.9% | -6.5% |
| 1Y | -12.7% | +50.3% | -63.1% | -23.8% |
| 3Y | -6.3% | -18.0% | +11.6% | -4.6% |
| 5Y | -61.3% | -33.9% | -27.4% | -62.4% |
| All | -61.3% | -35.6% | -25.7% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling