-2.5%
SLB vs BIIB
-30.2%
+27.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.2% |
| 7D | +0.4% | -1.6% | +2.1% | +0.7% |
| 30D | +13.6% | +2.2% | +11.4% | +13.2% |
| 3M | +1.5% | +10.3% | -8.8% | -0.3% |
| 6M | +23.0% | +14.9% | +8.1% | +20.0% |
| YTD | +51.2% | +20.7% | +30.5% | +46.1% |
| 1Y | +63.5% | +50.3% | +13.2% | +52.9% |
| 3Y | +2.5% | -18.0% | +20.5% | +2.5% |
| 5Y | +139.2% | -33.9% | +173.1% | +142.1% |
| All | -2.5% | -30.2% | +27.7% | -9.1% |
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 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