-4.7%
REPL vs BIIB
-41.2%
+36.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -1.9% |
| 7D | -9.6% | -5.4% | -4.2% | -8.1% |
| 30D | +5.7% | +1.7% | +4.0% | +5.2% |
| 3M | +56.4% | +5.8% | +50.5% | +51.4% |
| 6M | +67.4% | +11.9% | +55.5% | +57.1% |
| YTD | +48.7% | +19.7% | +28.9% | +36.2% |
| 1Y | +148.3% | +46.7% | +101.5% | +113.0% |
| 3Y | -26.7% | -18.6% | -8.1% | -27.3% |
| 5Y | -54.1% | -29.8% | -24.3% | -53.6% |
| All | -4.7% | -41.2% | +36.5% | -10.5% |
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 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