+152.5%
KRE vs BIIB
+366.2%
-213.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -0.4% |
| 7D | +2.3% | -1.6% | +4.0% | +2.7% |
| 30D | -2.5% | +2.2% | -4.7% | -3.1% |
| 3M | +6.2% | +10.3% | -4.1% | +3.4% |
| 6M | +15.8% | +14.9% | +0.9% | +11.2% |
| YTD | +16.0% | +20.7% | -4.7% | +9.7% |
| 1Y | +16.2% | +50.3% | -34.2% | +4.1% |
| 3Y | +86.4% | -18.0% | +104.4% | +90.0% |
| 5Y | +33.0% | -33.9% | +66.9% | +39.1% |
| 10Y | +123.0% | -30.9% | +153.9% | +97.7% |
| All | +152.5% | +366.2% | -213.7% | -17.4% |
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