+156.4%
EXPE vs BIIB
-26.8%
+183.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.7% | +1.3% |
| 7D | -8.7% | -4.0% | -4.6% | -8.2% |
| 30D | -13.6% | +5.7% | -19.3% | -14.2% |
| 3M | +26.6% | +10.9% | +15.7% | +24.9% |
| 6M | +19.9% | +14.3% | +5.6% | +17.7% |
| YTD | -1.7% | +22.4% | -24.1% | -4.5% |
| 1Y | +29.4% | +51.1% | -21.6% | +22.5% |
| 3Y | +155.7% | -16.8% | +172.5% | +155.3% |
| 5Y | +93.1% | -28.1% | +121.2% | +91.7% |
| All | +156.4% | -26.8% | +183.1% | +140.3% |
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