-4.7%
ROL vs BIIB
-35.6%
+31.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.2% | -2.0% |
| 7D | -3.4% | -1.6% | -1.8% | -3.2% |
| 30D | -6.9% | +2.2% | -9.1% | -7.3% |
| 3M | -24.6% | +10.3% | -34.9% | -25.9% |
| 6M | -39.5% | +14.9% | -54.5% | -41.1% |
| YTD | -41.1% | +20.7% | -61.9% | -43.2% |
| 1Y | -37.9% | +50.3% | -88.3% | -42.4% |
| 3Y | +0.8% | -18.0% | +18.7% | +1.9% |
| 5Y | -4.7% | -33.9% | +29.2% | +2.6% |
| All | -4.7% | -35.6% | +31.0% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling