+96.0%
KEYS vs BIIB
+55.8%
+40.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.4% |
| 7D | +2.3% | +1.1% | +1.2% | +2.2% |
| 30D | -2.6% | +6.9% | -9.5% | -2.7% |
| 3M | -4.6% | +12.4% | -17.0% | -5.3% |
| 6M | +8.7% | +16.3% | -7.5% | +7.1% |
| YTD | +61.0% | +25.5% | +35.6% | +55.0% |
| 1Y | +96.0% | +57.8% | +38.2% | +82.7% |
| All | +96.0% | +55.8% | +40.2% | +82.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling