+273.8%
BIIB vs EXR
+2,662.2%
-2,388.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +1.1% | -2.6% | +3.6% | +1.9% |
| 30D | +6.9% | -7.2% | +14.1% | +9.3% |
| 3M | +12.4% | -3.5% | +15.9% | +13.6% |
| 6M | +16.3% | -5.3% | +21.6% | +17.9% |
| YTD | +25.5% | +9.4% | +16.1% | +21.7% |
| 1Y | +57.8% | +1.3% | +56.5% | +56.3% |
| 3Y | -17.3% | +22.4% | -39.8% | -23.6% |
| 5Y | -33.8% | -12.2% | -21.6% | -33.7% |
| 10Y | -29.6% | +148.6% | -178.2% | -49.3% |
| All | +273.8% | +2,662.2% | -2,388.4% | +26.7% |
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 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