+11,419.8%
JPM vs BIIB
+6,983.3%
+4,436.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.3% | -0.9% |
| 7D | -0.4% | -1.6% | +1.2% | -0.2% |
| 30D | -1.1% | +2.2% | -3.3% | -1.5% |
| 3M | +14.1% | +10.3% | +3.8% | +12.2% |
| 6M | +23.3% | +14.9% | +8.4% | +20.2% |
| YTD | +11.3% | +20.7% | -9.5% | +7.5% |
| 1Y | +23.0% | +50.3% | -27.3% | +14.9% |
| 3Y | +162.6% | -18.0% | +180.5% | +165.0% |
| 5Y | +152.8% | -33.9% | +186.7% | +159.0% |
| 10Y | +583.6% | -30.9% | +614.6% | +549.4% |
| All | +11,419.8% | +6,983.3% | +4,436.4% | +5,991.1% |
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