+153.5%
EXPE vs BIIB
-19.0%
+172.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.8% | -4.1% | -6.8% |
| 7D | -9.8% | -1.6% | -8.1% | -9.3% |
| 30D | -11.5% | +2.2% | -13.7% | -12.0% |
| 3M | +21.7% | +10.3% | +11.4% | +18.1% |
| 6M | +10.4% | +14.9% | -4.6% | +5.4% |
| YTD | -2.5% | +20.7% | -23.3% | -9.0% |
| 1Y | +27.3% | +50.3% | -23.0% | +10.3% |
| 3Y | +153.5% | -18.0% | +171.5% | +150.6% |
| All | +153.5% | -19.0% | +172.5% | +150.6% |
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 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