+24,936.4%
ROP vs BIIB
+9,536.2%
+15,400.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -1.9% | -3.4% |
| 7D | -4.4% | +1.1% | -5.5% | -4.5% |
| 30D | +3.2% | +6.9% | -3.6% | +2.5% |
| 3M | +23.1% | +12.4% | +10.6% | +21.4% |
| 6M | +13.3% | +16.3% | -3.0% | +11.2% |
| YTD | -7.9% | +25.5% | -33.3% | -10.3% |
| 1Y | -22.1% | +57.8% | -79.9% | -26.1% |
| 3Y | -16.8% | -17.3% | +0.5% | -16.2% |
| 5Y | -13.5% | -33.8% | +20.3% | -11.9% |
| 10Y | +137.7% | -29.6% | +167.3% | +129.9% |
| All | +24,936.4% | +9,536.2% | +15,400.2% | +18,060.8% |
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 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