+33.1%
KRE vs BIIB
-28.2%
+61.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | -1.4% | -4.0% | +2.6% | -0.5% |
| 30D | -3.9% | +5.7% | -9.6% | -5.1% |
| 3M | +3.6% | +10.9% | -7.3% | +0.8% |
| 6M | +15.4% | +14.3% | +1.0% | +10.9% |
| YTD | +15.2% | +22.4% | -7.2% | +8.5% |
| 1Y | +16.5% | +51.1% | -34.6% | +3.7% |
| 3Y | +85.2% | -16.8% | +102.0% | +87.0% |
| 5Y | +33.1% | -28.1% | +61.2% | +43.5% |
| All | +33.1% | -28.2% | +61.3% | +43.5% |
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