+67,803.7%
ROST vs BIIB
+7,261.0%
+60,542.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +0.9% | +1.1% | -0.1% | +0.8% |
| 30D | -8.9% | +6.9% | -15.8% | -9.6% |
| 3M | -0.8% | +12.4% | -13.2% | -2.3% |
| 6M | +8.5% | +16.3% | -7.8% | +6.2% |
| YTD | +28.6% | +25.5% | +3.1% | +24.7% |
| 1Y | +52.3% | +57.8% | -5.5% | +43.7% |
| 3Y | +94.8% | -17.3% | +112.2% | +96.6% |
| 5Y | +110.8% | -33.8% | +144.6% | +115.5% |
| 10Y | +304.5% | -29.6% | +334.1% | +289.1% |
| All | +67,803.7% | +7,261.0% | +60,542.7% | +32,811.6% |
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