+550.6%
ROKU vs BIIB
-32.6%
+583.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.3% |
| 7D | -3.0% | -5.4% | +2.3% | -1.6% |
| 30D | +0.7% | +1.7% | -1.0% | +0.1% |
| 3M | +26.5% | +5.8% | +20.6% | +23.9% |
| 6M | +52.6% | +11.9% | +40.7% | +46.5% |
| YTD | +40.9% | +19.7% | +21.2% | +31.8% |
| 1Y | +57.6% | +46.7% | +10.9% | +38.5% |
| 3Y | +83.2% | -18.6% | +101.8% | +88.4% |
| 5Y | -54.8% | -29.8% | -25.0% | -52.8% |
| All | +550.6% | -32.6% | +583.3% | +522.4% |
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