+36.4%
EXPD vs BIIB
+64.0%
-27.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.5% |
| 7D | -5.5% | +2.4% | -7.8% | -5.6% |
| 30D | -1.9% | +12.9% | -14.8% | -2.7% |
| 3M | +6.1% | +22.6% | -16.5% | +4.4% |
| 6M | +21.6% | +31.7% | -10.1% | +19.1% |
| YTD | +27.9% | +44.8% | -16.9% | +22.9% |
| All | +36.4% | +64.0% | -27.6% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling