-28.0%
JOBY vs BIIB
-28.1%
0.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | -5.2% | -1.7% | -3.5% | -4.7% |
| 30D | -19.7% | +4.0% | -23.7% | -20.9% |
| 3M | -31.7% | +8.6% | -40.3% | -34.5% |
| 6M | -37.5% | +14.0% | -51.5% | -41.5% |
| YTD | -51.6% | +23.4% | -75.0% | -56.3% |
| 1Y | -53.3% | +45.9% | -99.2% | -60.9% |
| 3Y | -12.2% | -16.1% | +3.9% | -9.1% |
| All | -28.0% | -28.1% | 0.0% | -4.8% |
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