+30.1%
ROK vs BIIB
-7.5%
+37.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +7.1% | +2.0% | +5.0% | +6.6% |
| 30D | -5.0% | +8.8% | -13.8% | -6.6% |
| 3M | -9.4% | +20.3% | -29.7% | -13.0% |
| 6M | -11.0% | +23.9% | -34.9% | -15.6% |
| YTD | +4.4% | +44.0% | -39.5% | -5.0% |
| 1Y | +7.4% | +53.8% | -46.4% | -3.9% |
| 3Y | +61.0% | +13.8% | +47.1% | +50.8% |
| All | +30.1% | -7.5% | +37.6% | +23.1% |
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 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