+110.9%
ROST vs BIIB
-29.7%
+140.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.6% |
| 7D | -2.2% | -5.4% | +3.1% | -1.2% |
| 30D | -11.4% | +1.7% | -13.2% | -11.8% |
| 3M | -1.6% | +5.8% | -7.5% | -3.2% |
| 6M | +6.8% | +11.9% | -5.1% | +3.6% |
| YTD | +25.8% | +19.7% | +6.1% | +19.9% |
| 1Y | +52.4% | +46.7% | +5.7% | +38.6% |
| 3Y | +94.4% | -18.6% | +113.0% | +97.1% |
| All | +110.9% | -29.7% | +140.7% | +127.1% |
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