+60.1%
EXPD vs BIIB
-7.5%
+67.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +5.5% | +2.0% | +3.5% | +5.2% |
| 30D | -0.8% | +8.8% | -9.6% | -2.3% |
| 3M | +4.1% | +20.3% | -16.2% | +0.7% |
| 6M | +25.7% | +23.9% | +1.8% | +20.6% |
| YTD | +31.4% | +44.0% | -12.6% | +22.0% |
| 1Y | +42.2% | +53.8% | -11.6% | +30.3% |
| 3Y | +77.2% | +13.8% | +63.3% | +66.2% |
| All | +60.1% | -7.5% | +67.6% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling