+43.3%
KEY vs BIIB
-33.1%
+76.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | -3.0% | +6.9% | -9.9% | -4.5% |
| 3M | +3.3% | +12.4% | -9.1% | +0.2% |
| 6M | +9.2% | +16.3% | -7.1% | +4.6% |
| YTD | +10.6% | +25.5% | -14.8% | +3.5% |
| 1Y | +20.4% | +57.8% | -37.4% | +5.8% |
| 3Y | +121.8% | -17.3% | +139.2% | +124.6% |
| All | +43.3% | -33.1% | +76.5% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling