+301.7%
EXPD vs BIIB
-14.6%
+316.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.5% |
| 7D | -7.2% | -2.1% | -5.1% | -6.9% |
| 30D | -3.3% | +11.8% | -15.1% | -4.7% |
| 3M | +3.4% | +20.4% | -17.0% | +0.8% |
| 6M | +22.7% | +30.2% | -7.6% | +18.1% |
| YTD | +24.5% | +41.1% | -16.6% | +18.1% |
| 1Y | +38.6% | +58.4% | -19.8% | +29.4% |
| 3Y | +71.5% | -0.1% | +71.6% | +67.5% |
| 5Y | +56.2% | -10.9% | +67.1% | +52.8% |
| All | +301.7% | -14.6% | +316.2% | +271.8% |
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