+590.9%
JPM vs BIIB
-26.2%
+617.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -0.7% | -1.7% | +1.0% | -0.5% |
| 30D | -2.5% | +4.0% | -6.4% | -3.0% |
| 3M | +14.1% | +8.6% | +5.5% | +12.6% |
| 6M | +25.1% | +14.0% | +11.1% | +22.4% |
| YTD | +12.1% | +23.4% | -11.3% | +8.4% |
| 1Y | +18.8% | +45.9% | -27.1% | +12.2% |
| 3Y | +163.4% | -16.1% | +179.6% | +164.7% |
| 5Y | +156.5% | -27.6% | +184.1% | +159.0% |
| All | +590.9% | -26.2% | +617.0% | +545.4% |
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 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