+312.1%
ROST vs BIIB
-26.2%
+338.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | +0.2% | -1.7% | +1.9% | +0.4% |
| 30D | -6.9% | +4.0% | -10.8% | -7.4% |
| 3M | -3.3% | +8.6% | -11.9% | -4.6% |
| 6M | +9.0% | +14.0% | -5.0% | +6.8% |
| YTD | +28.9% | +23.4% | +5.5% | +24.7% |
| 1Y | +54.0% | +45.9% | +8.1% | +45.6% |
| 3Y | +100.7% | -16.1% | +116.9% | +101.3% |
| 5Y | +116.0% | -27.6% | +143.6% | +116.8% |
| All | +312.1% | -26.2% | +338.3% | +295.0% |
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