+52.5%
NDAQ vs BIIB
-34.6%
+87.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | -1.6% | -5.4% | +3.8% | -0.7% |
| 30D | -1.5% | +1.7% | -3.2% | -1.8% |
| 3M | +8.0% | +5.8% | +2.2% | +6.7% |
| 6M | +7.7% | +11.9% | -4.2% | +5.2% |
| YTD | -2.3% | +19.7% | -22.1% | -6.1% |
| 1Y | +0.6% | +46.7% | -46.2% | -7.2% |
| 3Y | +90.9% | -18.6% | +109.6% | +93.5% |
| 5Y | +52.5% | -29.8% | +82.2% | +55.1% |
| All | +52.5% | -34.6% | +87.0% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling