+52.3%
ROK vs BIIB
-19.0%
+71.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +0.2% | -5.4% | +5.5% | +1.2% |
| 30D | -1.8% | +1.7% | -3.5% | -2.2% |
| 3M | -7.2% | +5.8% | -13.0% | -8.8% |
| 6M | +14.2% | +11.9% | +2.2% | +10.2% |
| YTD | +10.6% | +19.7% | -9.2% | +4.3% |
| 1Y | +25.9% | +46.7% | -20.8% | +11.7% |
| All | +52.3% | -19.0% | +71.3% | +51.1% |
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