-34.7%
ROL vs BIIB
+68.6%
-103.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.5% | +2.6% |
| 7D | +14.6% | +4.3% | +10.3% | +14.2% |
| 30D | +29.3% | +13.8% | +15.5% | +28.4% |
| 3M | +2.0% | +22.1% | -20.1% | +1.0% |
| 6M | -28.5% | +35.9% | -64.5% | -29.4% |
| YTD | -35.3% | +44.6% | -79.9% | -36.9% |
| 1Y | -34.7% | +70.4% | -105.1% | -37.4% |
| All | -34.7% | +68.6% | -103.3% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling