+80.3%
EXE vs BIIB
-7.5%
+87.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.7% |
| 7D | +5.3% | +2.0% | +3.3% | +5.0% |
| 30D | -2.2% | +8.8% | -11.0% | -3.3% |
| 3M | -5.9% | +20.3% | -26.2% | -8.3% |
| 6M | -5.7% | +23.9% | -29.6% | -8.8% |
| YTD | -17.8% | +44.0% | -61.8% | -22.6% |
| 1Y | -23.1% | +53.8% | -77.0% | -28.3% |
| 3Y | +21.2% | +13.8% | +7.3% | +17.0% |
| All | +80.3% | -7.5% | +87.7% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling