-56.0%
KHC vs BIIB
-26.8%
-29.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.2% |
| 7D | -2.5% | -4.0% | +1.5% | -2.0% |
| 30D | +0.5% | +5.7% | -5.1% | -0.2% |
| 3M | +3.0% | +10.9% | -7.9% | +1.4% |
| 6M | +6.6% | +14.3% | -7.7% | +4.3% |
| YTD | +5.8% | +22.4% | -16.6% | +2.2% |
| 1Y | -2.2% | +51.1% | -53.3% | -8.4% |
| 3Y | -12.5% | -16.8% | +4.3% | -12.2% |
| 5Y | -13.6% | -28.1% | +14.6% | -12.8% |
| All | -56.0% | -26.8% | -29.2% | -58.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling