+334.3%
EXPD vs BIIB
-20.9%
+355.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +0.6% | +10.5% | -9.8% | -0.7% |
| 3M | +9.8% | +24.3% | -14.5% | +6.6% |
| 6M | +25.8% | +28.0% | -2.3% | +21.3% |
| YTD | +31.3% | +44.0% | -12.7% | +24.1% |
| 1Y | +40.9% | +58.8% | -17.9% | +31.5% |
| 3Y | +74.7% | +12.7% | +62.0% | +68.3% |
| 5Y | +62.9% | -4.9% | +67.8% | +58.1% |
| 10Y | +334.3% | -20.6% | +355.0% | +302.0% |
| All | +334.3% | -20.9% | +355.2% | +302.0% |
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