-37.8%
ROL vs BIIB
+47.4%
-85.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | -3.3% | -5.4% | +2.1% | -3.0% |
| 30D | -7.2% | +1.7% | -9.0% | -7.3% |
| 3M | -27.0% | +5.8% | -32.8% | -27.2% |
| 6M | -39.5% | +11.9% | -51.5% | -40.0% |
| YTD | -41.8% | +19.7% | -61.5% | -42.9% |
| All | -37.8% | +47.4% | -85.2% | -40.8% |
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