+13,121.4%
ROK vs BIIB
+7,261.0%
+5,860.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | +0.7% | +1.1% | -0.4% | +0.6% |
| 30D | -3.3% | +6.9% | -10.2% | -4.0% |
| 3M | -5.9% | +12.4% | -18.3% | -7.3% |
| 6M | +13.9% | +16.3% | -2.4% | +11.6% |
| YTD | +12.6% | +25.5% | -12.9% | +9.3% |
| 1Y | +28.6% | +57.8% | -29.2% | +21.6% |
| 3Y | +45.1% | -17.3% | +62.4% | +46.3% |
| 5Y | +45.6% | -33.8% | +79.4% | +48.7% |
| 10Y | +345.0% | -29.6% | +374.6% | +331.8% |
| All | +13,121.4% | +7,261.0% | +5,860.4% | +9,371.1% |
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 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