+12.7%
BIIB vs EXR
+51.9%
-39.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.3% |
| 7D | +1.7% | +1.7% | 0.0% | +1.1% |
| 30D | +12.2% | +18.0% | -5.8% | +5.4% |
| 3M | +22.3% | +9.7% | +12.6% | +18.0% |
| 6M | +30.9% | +13.4% | +17.5% | +24.7% |
| YTD | +43.9% | +26.3% | +17.6% | +30.8% |
| 1Y | +62.1% | +27.6% | +34.5% | +46.7% |
| 3Y | +12.7% | +52.2% | -39.5% | -1.0% |
| All | +12.7% | +51.9% | -39.3% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling