+160.8%
EXC vs BIIB
-30.8%
+191.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | +0.3% | -5.4% | +5.7% | +0.9% |
| 30D | -0.9% | +1.7% | -2.6% | -1.1% |
| 3M | -2.7% | +5.8% | -8.5% | -3.4% |
| 6M | -9.4% | +11.9% | -21.3% | -10.7% |
| YTD | +3.0% | +19.7% | -16.7% | +0.7% |
| 1Y | +5.1% | +46.7% | -41.6% | +0.4% |
| 3Y | +20.6% | -18.6% | +39.2% | +21.8% |
| 5Y | +45.7% | -29.8% | +75.5% | +48.1% |
| 10Y | +160.8% | -28.8% | +189.7% | +157.1% |
| All | +160.8% | -30.8% | +191.6% | +157.1% |
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