+192.5%
JNJ vs BIIB
-26.2%
+218.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -3.5% | -1.7% | -1.8% | -3.3% |
| 30D | +2.3% | +4.0% | -1.7% | +1.8% |
| 3M | +12.0% | +8.6% | +3.4% | +10.7% |
| 6M | +10.5% | +14.0% | -3.5% | +8.4% |
| YTD | +30.4% | +23.4% | +7.0% | +26.4% |
| 1Y | +52.1% | +45.9% | +6.2% | +44.2% |
| 3Y | +77.8% | -16.1% | +93.9% | +78.4% |
| 5Y | +82.9% | -27.6% | +110.5% | +84.4% |
| All | +192.5% | -26.2% | +218.7% | +180.2% |
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