+169.7%
EXE vs BIIB
-20.0%
+189.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -3.1% | -1.7% | -1.5% | -3.0% |
| 30D | -0.9% | +4.0% | -4.9% | -1.4% |
| 3M | +9.6% | +8.6% | +1.0% | +8.2% |
| 6M | -11.6% | +14.0% | -25.6% | -13.4% |
| YTD | -12.6% | +23.4% | -35.9% | -15.3% |
| 1Y | +1.2% | +45.9% | -44.7% | -4.2% |
| 3Y | +18.0% | -16.1% | +34.2% | +18.5% |
| 5Y | +101.1% | -27.6% | +128.7% | +101.1% |
| All | +169.7% | -20.0% | +189.7% | +165.9% |
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