+70.4%
BIIB vs EFV
+25.8%
+44.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +0.9% |
| 7D | +4.3% | +2.9% | +1.4% | +3.0% |
| 30D | +13.8% | +3.6% | +10.2% | +12.2% |
| 3M | +22.1% | -0.1% | +22.2% | +22.1% |
| 6M | +35.9% | +9.6% | +26.3% | +30.8% |
| YTD | +44.6% | +17.0% | +27.6% | +34.4% |
| 1Y | +70.4% | +25.7% | +44.8% | +49.6% |
| All | +70.4% | +25.8% | +44.6% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling