+855.0%
EXPE vs BIIB
+461.2%
+393.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.3% |
| 7D | -9.5% | +1.1% | -10.6% | -9.7% |
| 30D | -6.6% | +6.9% | -13.5% | -8.0% |
| 3M | +31.4% | +12.4% | +19.0% | +27.6% |
| 6M | +35.2% | +16.3% | +18.9% | +30.0% |
| YTD | +5.8% | +25.5% | -19.7% | -0.3% |
| 1Y | +38.7% | +57.8% | -19.1% | +23.7% |
| 3Y | +175.8% | -17.3% | +193.1% | +180.5% |
| 5Y | +111.8% | -33.8% | +145.6% | +121.4% |
| 10Y | +179.7% | -29.6% | +209.3% | +146.4% |
| All | +855.0% | +461.2% | +393.8% | +233.9% |
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