+56.9%
ON vs BIIB
-34.6%
+91.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -1.9% | -5.4% | +3.5% | 0.0% |
| 30D | -11.0% | +1.7% | -12.8% | -11.7% |
| 3M | -39.3% | +5.8% | -45.2% | -41.8% |
| 6M | +19.8% | +11.9% | +7.9% | +11.5% |
| YTD | +31.1% | +19.7% | +11.3% | +18.0% |
| 1Y | +46.0% | +46.7% | -0.8% | +19.4% |
| 3Y | -27.5% | -18.6% | -8.9% | -26.6% |
| 5Y | +56.9% | -29.8% | +86.7% | +70.3% |
| All | +56.9% | -34.6% | +91.5% | +70.3% |
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