-23.3%
REPL vs BIIB
-16.1%
-7.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | -3.0% | +1.1% | -4.0% | -3.2% |
| 30D | +27.1% | +6.9% | +20.3% | +25.0% |
| 3M | +52.4% | +12.4% | +40.0% | +44.7% |
| 6M | +107.4% | +16.3% | +91.2% | +92.8% |
| YTD | +54.7% | +25.5% | +29.3% | +38.5% |
| 1Y | +158.9% | +57.8% | +101.1% | +109.9% |
| All | -23.3% | -16.1% | -7.2% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling