+46.7%
BIIB vs EXR
-2.8%
+49.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.1% |
| 7D | -5.4% | -3.1% | -2.3% | -4.5% |
| 30D | +1.7% | -7.5% | +9.3% | +4.1% |
| 3M | +5.8% | -7.5% | +13.3% | +8.4% |
| 6M | +11.9% | -5.2% | +17.1% | +14.2% |
| YTD | +19.7% | +6.5% | +13.2% | +16.9% |
| 1Y | +46.7% | -2.0% | +48.8% | +44.7% |
| All | +46.7% | -2.8% | +49.6% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling