-29.8%
BIIB vs EXEL
+194.6%
-224.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.1% |
| 7D | -5.4% | -0.3% | -5.0% | -5.3% |
| 30D | +1.7% | +10.1% | -8.4% | -0.6% |
| 3M | +5.8% | +10.1% | -4.2% | +3.3% |
| 6M | +11.9% | +37.7% | -25.7% | +3.5% |
| YTD | +19.7% | +33.1% | -13.3% | +11.4% |
| 1Y | +46.7% | +52.4% | -5.6% | +31.8% |
| 3Y | -18.6% | +163.8% | -182.5% | -40.0% |
| 5Y | -29.8% | +198.5% | -228.3% | -54.0% |
| All | -29.8% | +194.6% | -224.4% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling