-52.9%
REPL vs BIIB
-35.6%
-17.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.5% |
| 7D | -5.7% | -1.6% | -4.1% | -5.2% |
| 30D | +22.5% | +2.2% | +20.3% | +21.6% |
| 3M | +64.7% | +10.3% | +54.3% | +55.8% |
| 6M | +83.0% | +14.9% | +68.1% | +67.8% |
| YTD | +52.0% | +20.7% | +31.2% | +35.9% |
| 1Y | +144.5% | +50.3% | +94.2% | +99.6% |
| 3Y | -25.1% | -18.0% | -7.1% | -24.9% |
| 5Y | -52.9% | -33.9% | -19.0% | -52.5% |
| All | -52.9% | -35.6% | -17.2% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling