+20.0%
YUM vs BIIB
-28.1%
+48.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -6.1% | -1.7% | -4.4% | -5.8% |
| 30D | -5.8% | +4.0% | -9.8% | -6.5% |
| 3M | -7.6% | +8.6% | -16.2% | -9.1% |
| 6M | -9.1% | +14.0% | -23.2% | -11.5% |
| YTD | -5.5% | +23.4% | -28.9% | -9.3% |
| 1Y | -3.7% | +45.9% | -49.6% | -10.2% |
| 3Y | +17.8% | -16.1% | +33.9% | +17.8% |
| All | +20.0% | -28.1% | +48.1% | +18.9% |
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 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