+5,437.8%
JNJ vs BIIB
+6,983.3%
-1,545.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.9% |
| 7D | -0.8% | -1.6% | +0.9% | -0.6% |
| 30D | +4.3% | +2.2% | +2.1% | +4.1% |
| 3M | +16.5% | +10.3% | +6.2% | +15.5% |
| 6M | +13.1% | +14.9% | -1.8% | +11.6% |
| YTD | +32.1% | +20.7% | +11.4% | +29.7% |
| 1Y | +54.5% | +50.3% | +4.1% | +48.8% |
| 3Y | +82.5% | -18.0% | +100.5% | +83.8% |
| 5Y | +80.0% | -33.9% | +113.9% | +82.7% |
| 10Y | +195.7% | -30.9% | +226.6% | +188.6% |
| All | +5,437.8% | +6,983.3% | -1,545.5% | +3,591.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling