+732.4%
EXPE vs BIIB
+544.0%
+188.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -17.8% | -0.4% | -17.3% | -17.6% |
| 30D | -3.2% | +10.5% | -13.7% | -5.2% |
| 3M | -19.0% | +24.3% | -43.3% | -22.8% |
| 6M | +17.7% | +28.0% | -10.3% | +11.0% |
| YTD | -7.8% | +44.0% | -51.8% | -15.7% |
| 1Y | -1.4% | +58.8% | -60.2% | -11.8% |
| 3Y | +121.9% | +12.7% | +109.2% | +110.8% |
| 5Y | +44.3% | -4.9% | +49.2% | +39.9% |
| 10Y | +125.4% | -20.6% | +146.0% | +94.9% |
| All | +732.4% | +544.0% | +188.5% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling