-55.6%
KHC vs BIIB
-28.4%
-27.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | -4.8% | -5.4% | +0.6% | -4.1% |
| 30D | +0.3% | +1.7% | -1.4% | 0.0% |
| 3M | +6.7% | +5.8% | +0.9% | +5.7% |
| 6M | +4.2% | +11.9% | -7.8% | +2.1% |
| YTD | +6.7% | +19.7% | -13.0% | +3.4% |
| 1Y | -1.4% | +46.7% | -48.2% | -7.3% |
| 3Y | -11.8% | -18.6% | +6.9% | -11.2% |
| 5Y | -13.4% | -29.8% | +16.4% | -12.3% |
| All | -55.6% | -28.4% | -27.3% | -57.7% |
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