+200.1%
EXC vs BIIB
-20.9%
+221.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | -0.4% | -0.9% | -1.3% |
| 30D | +8.3% | +10.5% | -2.2% | +7.1% |
| 3M | +2.6% | +24.3% | -21.7% | +0.2% |
| 6M | +5.2% | +28.0% | -22.8% | +2.2% |
| YTD | +7.5% | +44.0% | -36.4% | +3.0% |
| 1Y | +3.2% | +58.8% | -55.7% | -2.3% |
| 3Y | +29.5% | +12.7% | +16.8% | +26.5% |
| 5Y | +39.7% | -4.9% | +44.6% | +37.5% |
| 10Y | +200.1% | -20.6% | +220.7% | +210.5% |
| All | +200.1% | -20.9% | +221.0% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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