-4.3%
M vs BIIB
-21.3%
+17.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | +5.0% | +1.7% | +3.3% | +4.7% |
| 30D | +10.6% | +12.2% | -1.6% | +8.3% |
| 3M | +1.6% | +22.3% | -20.7% | -2.2% |
| 6M | +30.8% | +30.9% | -0.1% | +23.7% |
| YTD | +16.9% | +43.9% | -27.0% | +8.3% |
| 1Y | +26.3% | +62.1% | -35.8% | +14.4% |
| 3Y | +158.6% | +12.7% | +145.9% | +146.7% |
| 5Y | +2.1% | -5.1% | +7.2% | -1.6% |
| 10Y | -4.3% | -21.9% | +17.6% | -13.9% |
| All | -4.3% | -21.3% | +17.0% | -13.9% |
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