-58.0%
JD vs BIIB
-6.3%
-51.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.2% |
| 7D | +7.9% | +2.4% | +5.6% | +7.2% |
| 30D | +4.8% | +12.9% | -8.2% | +1.3% |
| 3M | -13.9% | +22.6% | -36.5% | -18.7% |
| 6M | -5.8% | +31.7% | -37.6% | -13.3% |
| YTD | +2.4% | +44.8% | -42.4% | -8.9% |
| 1Y | -7.5% | +63.9% | -71.4% | -20.9% |
| 3Y | +20.9% | +13.5% | +7.4% | +12.9% |
| 5Y | -58.0% | -5.6% | -52.4% | -60.4% |
| All | -58.0% | -6.3% | -51.7% | -60.4% |
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