+53.6%
REPL vs BIIB
-29.3%
+82.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.8% |
| 7D | +12.7% | +1.7% | +11.0% | +12.2% |
| 30D | +73.5% | +12.2% | +61.3% | +67.2% |
| 3M | +70.3% | +22.3% | +48.0% | +59.9% |
| 6M | +472.0% | +30.9% | +441.1% | +418.8% |
| YTD | +139.5% | +43.9% | +95.6% | +107.0% |
| 1Y | +167.3% | +62.1% | +105.2% | +122.1% |
| 3Y | +109.5% | +12.7% | +96.9% | +87.7% |
| 5Y | -29.9% | -5.1% | -24.8% | -35.2% |
| All | +53.6% | -29.3% | +82.9% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling