-28.8%
BIIB vs EXEL
+386.3%
-415.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.8% | +2.6% |
| 7D | -4.0% | -2.9% | -1.2% | -3.4% |
| 30D | +5.7% | +11.9% | -6.2% | +2.8% |
| 3M | +10.9% | +9.2% | +1.7% | +8.4% |
| 6M | +14.3% | +39.1% | -24.7% | +5.2% |
| YTD | +22.4% | +31.0% | -8.6% | +14.1% |
| 1Y | +51.1% | +52.3% | -1.3% | +35.1% |
| 3Y | -16.8% | +159.7% | -176.6% | -37.1% |
| 5Y | -28.1% | +187.7% | -215.9% | -48.0% |
| All | -28.8% | +386.3% | -415.1% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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