+324.0%
BIIB vs EXR
+3,075.0%
-2,751.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.0% |
| 7D | +2.7% | -1.2% | +3.9% | +3.1% |
| 30D | +9.4% | +18.3% | -8.9% | +4.1% |
| 3M | +19.9% | +9.1% | +10.9% | +16.8% |
| 6M | +25.6% | +11.7% | +13.9% | +21.4% |
| YTD | +42.3% | +25.7% | +16.6% | +32.3% |
| 1Y | +55.1% | +24.9% | +30.2% | +44.5% |
| 3Y | +11.4% | +51.4% | -40.0% | -3.0% |
| 5Y | -7.4% | -1.9% | -5.4% | -10.2% |
| 10Y | -21.5% | +214.0% | -235.5% | -47.2% |
| All | +324.0% | +3,075.0% | -2,751.0% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling