+29,349.7%
ROP vs BIIB
+10,830.0%
+18,519.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -2.7% | +2.7% | -5.4% | -3.0% |
| 30D | +29.7% | +9.4% | +20.3% | +28.5% |
| 3M | +21.2% | +19.9% | +1.3% | +18.9% |
| 6M | +48.3% | +25.6% | +22.6% | +44.5% |
| YTD | +8.4% | +42.3% | -33.9% | +4.0% |
| 1Y | +6.0% | +55.1% | -49.1% | +0.8% |
| 3Y | -5.6% | +11.4% | -17.0% | -7.8% |
| 5Y | +1.3% | -7.4% | +8.6% | -0.3% |
| 10Y | +184.1% | -21.5% | +205.6% | +171.8% |
| All | +29,349.7% | +10,830.0% | +18,519.6% | +20,975.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling