-20.6%
BIIB vs EXR
+217.4%
-238.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.4% | -1.1% | +0.7% | 0.0% |
| 30D | +10.5% | +18.8% | -8.3% | +4.4% |
| 3M | +24.3% | +9.9% | +14.4% | +20.4% |
| 6M | +28.0% | +12.6% | +15.4% | +23.0% |
| YTD | +44.0% | +26.5% | +17.5% | +32.7% |
| 1Y | +58.8% | +24.5% | +34.3% | +47.1% |
| 3Y | +12.7% | +52.4% | -39.7% | -3.1% |
| 5Y | -4.9% | -1.5% | -3.4% | -7.9% |
| 10Y | -20.6% | +216.0% | -236.6% | -42.3% |
| All | -20.6% | +217.4% | -238.0% | -42.3% |
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