+105.3%
KEY vs BIIB
-21.3%
+126.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +0.5% | +1.7% | -1.2% | +0.3% |
| 30D | +6.9% | +12.2% | -5.3% | +5.1% |
| 3M | -5.0% | +22.3% | -27.3% | -7.8% |
| 6M | +0.7% | +30.9% | -30.2% | -3.5% |
| YTD | +6.5% | +43.9% | -37.4% | +0.2% |
| 1Y | +22.6% | +62.1% | -39.5% | +13.3% |
| 3Y | +125.3% | +12.7% | +112.7% | +117.2% |
| 5Y | +13.9% | -5.1% | +19.0% | +11.0% |
| 10Y | +105.3% | -21.9% | +127.3% | +87.6% |
| All | +105.3% | -21.3% | +126.7% | +87.6% |
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 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