-49.9%
KHC vs BIIB
-20.7%
-29.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.4% |
| 7D | +2.0% | +2.0% | 0.0% | +1.7% |
| 30D | +10.6% | +8.8% | +1.8% | +9.3% |
| 3M | +0.5% | +20.3% | -19.8% | -2.1% |
| 6M | +12.1% | +23.9% | -11.8% | +8.5% |
| YTD | +8.9% | +44.0% | -35.1% | +2.8% |
| 1Y | +7.5% | +53.8% | -46.3% | +0.5% |
| 3Y | -10.7% | +13.8% | -24.6% | -14.0% |
| 5Y | -13.2% | -6.3% | -6.9% | -15.4% |
| All | -49.9% | -20.7% | -29.2% | -53.0% |
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