+69.2%
EXPD vs BIIB
-18.0%
+87.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | -1.1% | +1.1% | -2.2% | -1.4% |
| 30D | +4.1% | +6.9% | -2.8% | +2.6% |
| 3M | +17.9% | +12.4% | +5.5% | +14.6% |
| 6M | +29.2% | +16.3% | +13.0% | +24.4% |
| YTD | +27.4% | +25.5% | +1.9% | +19.6% |
| 1Y | +56.8% | +57.8% | -1.0% | +37.6% |
| All | +69.2% | -18.0% | +87.3% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling