+90.1%
KEYS vs BIIB
-28.1%
+118.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | +3.5% | -1.7% | +5.2% | +3.8% |
| 30D | -4.5% | +4.0% | -8.4% | -5.5% |
| 3M | -0.4% | +8.6% | -9.0% | -3.1% |
| 6M | +19.1% | +14.0% | +5.1% | +14.1% |
| YTD | +66.7% | +23.4% | +43.3% | +55.6% |
| 1Y | +96.5% | +45.9% | +50.6% | +75.1% |
| 3Y | +155.2% | -16.1% | +171.3% | +155.5% |
| All | +90.1% | -28.1% | +118.1% | +93.0% |
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