+93.9%
REPL vs BIIB
+9.9%
+84.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.3% | +2.3% |
| 7D | +14.2% | +2.4% | +11.9% | +13.6% |
| 30D | +65.9% | +12.9% | +53.0% | +60.6% |
| 3M | +84.6% | +22.6% | +62.0% | +74.9% |
| 6M | +446.9% | +31.7% | +415.2% | +397.9% |
| YTD | +129.0% | +44.8% | +84.2% | +96.6% |
| 1Y | +167.9% | +63.9% | +104.0% | +116.9% |
| 3Y | +93.9% | +13.5% | +80.5% | +50.1% |
| All | +93.9% | +9.9% | +84.0% | +50.1% |
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 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