-28.8%
BIIB vs EXR
+144.7%
-173.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | 0.0% |
| 7D | -5.4% | -3.1% | -2.3% | -4.4% |
| 30D | +1.7% | -7.5% | +9.3% | +4.3% |
| 3M | +5.8% | -7.5% | +13.3% | +8.6% |
| 6M | +11.9% | -5.2% | +17.1% | +13.6% |
| YTD | +19.7% | +6.5% | +13.2% | +16.8% |
| 1Y | +46.7% | -2.0% | +48.8% | +46.8% |
| 3Y | -18.6% | +21.5% | -40.2% | -24.9% |
| 5Y | -29.8% | -11.5% | -18.3% | -29.6% |
| 10Y | -28.8% | +148.0% | -176.8% | -46.4% |
| All | -28.8% | +144.7% | -173.6% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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