+28.6%
ROK vs BIIB
+55.8%
-27.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +0.7% | +1.1% | -0.4% | +0.6% |
| 30D | -3.3% | +6.9% | -10.2% | -3.7% |
| 3M | -5.9% | +12.4% | -18.3% | -7.1% |
| 6M | +13.9% | +16.3% | -2.4% | +11.7% |
| YTD | +12.6% | +25.5% | -12.9% | +8.1% |
| 1Y | +28.6% | +57.8% | -29.2% | +18.4% |
| All | +28.6% | +55.8% | -27.2% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling