-15.3%
ROP vs BIIB
-35.6%
+20.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -2.3% |
| 7D | -5.4% | -1.6% | -3.8% | -5.2% |
| 30D | -1.6% | +2.2% | -3.8% | -2.0% |
| 3M | +18.8% | +10.3% | +8.5% | +16.9% |
| 6M | +8.2% | +14.9% | -6.7% | +5.5% |
| YTD | -10.5% | +20.7% | -31.2% | -13.5% |
| 1Y | -23.7% | +50.3% | -74.1% | -29.0% |
| 3Y | -17.9% | -18.0% | +0.1% | -17.5% |
| 5Y | -15.3% | -33.9% | +18.6% | -13.2% |
| All | -15.3% | -35.6% | +20.3% | -13.2% |
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 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