+40.9%
EXPD vs BIIB
+61.6%
-20.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.1% |
| 3M | +9.8% | +24.3% | -14.5% | +7.9% |
| 6M | +25.8% | +28.0% | -2.3% | +23.3% |
| YTD | +31.3% | +44.0% | -12.7% | +26.1% |
| 1Y | +40.9% | +58.8% | -17.9% | +32.4% |
| All | +40.9% | +61.6% | -20.7% | +32.4% |
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