+96.1%
ROST vs BIIB
-17.2%
+113.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | -2.5% | -4.0% | +1.6% | -1.8% |
| 30D | -10.3% | +5.7% | -15.9% | -11.2% |
| 3M | -2.6% | +10.9% | -13.5% | -4.9% |
| 6M | +6.5% | +14.3% | -7.8% | +3.1% |
| YTD | +25.9% | +22.4% | +3.5% | +19.7% |
| 1Y | +52.3% | +51.1% | +1.3% | +38.0% |
| All | +96.1% | -17.2% | +113.3% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling