-43.1%
KHC vs BIIB
-44.8%
+1.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | -1.8% | +1.1% | -2.8% | -1.9% |
| 30D | -1.9% | +6.9% | -8.7% | -2.8% |
| 3M | +14.4% | +12.4% | +2.0% | +12.4% |
| 6M | +8.7% | +16.3% | -7.5% | +6.0% |
| YTD | +7.8% | +25.5% | -17.7% | +3.7% |
| 1Y | -1.5% | +57.8% | -59.3% | -8.5% |
| 3Y | -9.9% | -17.3% | +7.5% | -9.4% |
| 5Y | -10.7% | -33.8% | +23.1% | -8.8% |
| 10Y | -55.7% | -29.6% | -26.1% | -58.2% |
| All | -43.1% | -44.8% | +1.6% | -46.4% |
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