+224.5%
KEEL vs BIIB
-16.5%
+241.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | +2.9% | -1.7% | +4.5% | +3.2% |
| 30D | +0.8% | +4.0% | -3.1% | -0.5% |
| 3M | -35.3% | +8.6% | -43.9% | -38.1% |
| 6M | +59.4% | +14.0% | +45.4% | +47.5% |
| YTD | +51.9% | +23.4% | +28.5% | +35.2% |
| 1Y | +75.0% | +45.9% | +29.1% | +39.7% |
| 3Y | +224.5% | -16.1% | +240.7% | +283.9% |
| All | +224.5% | -16.5% | +241.1% | +283.9% |
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 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