+129.7%
ROP vs BIIB
-26.2%
+155.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -4.6% | -1.7% | -2.9% | -4.4% |
| 30D | -1.7% | +4.0% | -5.7% | -2.2% |
| 3M | +17.1% | +8.6% | +8.5% | +15.7% |
| 6M | +10.9% | +14.0% | -3.1% | +8.6% |
| YTD | -12.1% | +23.4% | -35.5% | -14.9% |
| 1Y | -24.2% | +45.9% | -70.1% | -28.4% |
| 3Y | -20.4% | -16.1% | -4.2% | -20.0% |
| 5Y | -15.4% | -27.6% | +12.2% | -14.5% |
| All | +129.7% | -26.2% | +155.9% | +119.5% |
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