+169.3%
KEY vs BIIB
-30.8%
+200.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | -0.3% | -5.4% | +5.0% | +0.5% |
| 30D | -3.3% | +1.7% | -5.0% | -3.6% |
| 3M | -0.7% | +5.8% | -6.6% | -1.8% |
| 6M | +12.5% | +11.9% | +0.6% | +10.0% |
| YTD | +8.4% | +19.7% | -11.3% | +4.7% |
| 1Y | +18.4% | +46.7% | -28.3% | +10.7% |
| 3Y | +123.3% | -18.6% | +142.0% | +125.3% |
| 5Y | +38.8% | -29.8% | +68.6% | +40.8% |
| 10Y | +169.3% | -28.8% | +198.1% | +148.5% |
| All | +169.3% | -30.8% | +200.1% | +148.5% |
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 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