+178.5%
EXE vs BIIB
-18.6%
+197.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.0% |
| 7D | -0.3% | +1.1% | -1.3% | -0.4% |
| 30D | +8.5% | +6.9% | +1.6% | +7.6% |
| 3M | +5.5% | +12.4% | -7.0% | +3.7% |
| 6M | -5.9% | +16.3% | -22.2% | -8.0% |
| YTD | -9.7% | +25.5% | -35.2% | -12.7% |
| 1Y | +3.6% | +57.8% | -54.2% | -2.8% |
| 3Y | +18.0% | -17.3% | +35.4% | +18.7% |
| 5Y | +109.4% | -33.8% | +143.2% | +110.1% |
| All | +178.5% | -18.6% | +197.1% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling