+12,165.9%
ROK vs BIIB
+8,346.7%
+3,819.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +7.1% | +2.0% | +5.0% | +6.8% |
| 30D | -5.0% | +8.8% | -13.8% | -5.8% |
| 3M | -9.4% | +20.3% | -29.7% | -11.2% |
| 6M | -11.0% | +23.9% | -34.9% | -13.3% |
| YTD | +4.4% | +44.0% | -39.5% | -0.2% |
| 1Y | +7.4% | +53.8% | -46.4% | +1.9% |
| 3Y | +61.0% | +13.8% | +47.1% | +56.8% |
| 5Y | +30.4% | -6.3% | +36.7% | +28.4% |
| 10Y | +264.8% | -20.6% | +285.4% | +249.3% |
| All | +12,165.9% | +8,346.7% | +3,819.3% | +8,553.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling