+179.8%
KDP vs BIIB
-30.8%
+210.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -1.6% | -5.4% | +3.8% | -1.1% |
| 30D | +9.5% | +1.7% | +7.8% | +9.3% |
| 3M | +2.6% | +5.8% | -3.2% | +2.1% |
| 6M | +15.6% | +11.9% | +3.7% | +14.4% |
| YTD | +17.3% | +19.7% | -2.4% | +15.3% |
| 1Y | +20.1% | +46.7% | -26.6% | +16.0% |
| 3Y | +4.9% | -18.6% | +23.5% | +5.2% |
| 5Y | +5.0% | -29.8% | +34.8% | +5.3% |
| 10Y | +179.8% | -28.8% | +208.6% | +168.1% |
| All | +179.8% | -30.8% | +210.6% | +168.1% |
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 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