+1,071.7%
KEYS vs BIIB
-31.0%
+1,102.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +2.9% | -5.4% | +8.3% | +3.8% |
| 30D | -1.3% | +1.7% | -3.0% | -1.7% |
| 3M | -0.1% | +5.8% | -6.0% | -1.6% |
| 6M | +17.4% | +11.9% | +5.4% | +14.2% |
| YTD | +62.9% | +19.7% | +43.2% | +56.2% |
| 1Y | +95.7% | +46.7% | +49.0% | +80.9% |
| 3Y | +150.2% | -18.6% | +168.8% | +152.6% |
| 5Y | +83.1% | -29.8% | +112.9% | +86.0% |
| 10Y | +1,020.9% | -28.8% | +1,049.8% | +952.0% |
| All | +1,071.7% | -31.0% | +1,102.7% | +1,013.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling