+45.9%
ROK vs BIIB
-28.2%
+74.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.6% |
| 7D | -1.6% | -4.0% | +2.4% | -0.8% |
| 30D | -5.4% | +5.7% | -11.1% | -6.6% |
| 3M | -4.0% | +10.9% | -14.9% | -6.7% |
| 6M | +13.3% | +14.3% | -1.0% | +9.0% |
| YTD | +9.3% | +22.4% | -13.1% | +3.0% |
| 1Y | +25.8% | +51.1% | -25.2% | +12.1% |
| 3Y | +49.1% | -16.8% | +65.9% | +49.5% |
| 5Y | +45.9% | -28.1% | +74.0% | +52.7% |
| All | +45.9% | -28.2% | +74.0% | +52.7% |
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