+208.2%
ROL vs BIIB
-30.8%
+239.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | -3.3% | -5.4% | +2.1% | -2.5% |
| 30D | -7.2% | +1.7% | -9.0% | -7.5% |
| 3M | -27.0% | +5.8% | -32.8% | -27.7% |
| 6M | -39.5% | +11.9% | -51.5% | -40.7% |
| YTD | -41.8% | +19.7% | -61.5% | -43.7% |
| 1Y | -38.9% | +46.7% | -85.6% | -42.7% |
| 3Y | -0.4% | -18.6% | +18.2% | +0.7% |
| 5Y | -4.2% | -29.8% | +25.6% | -2.6% |
| 10Y | +208.2% | -28.8% | +237.0% | +194.2% |
| All | +208.2% | -30.8% | +239.0% | +194.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling