-28.3%
BIIB vs EFV
+169.9%
-198.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | -1.7% | -0.8% | -0.9% | -1.1% |
| 30D | +4.0% | +0.6% | +3.3% | +3.6% |
| 3M | +8.6% | +7.5% | +1.1% | +3.5% |
| 6M | +14.0% | +13.0% | +1.0% | +4.8% |
| YTD | +23.4% | +18.3% | +5.1% | +10.0% |
| 1Y | +45.9% | +26.7% | +19.2% | +24.4% |
| 3Y | -16.1% | +89.6% | -105.7% | -44.8% |
| 5Y | -27.6% | +98.2% | -125.8% | -54.3% |
| All | -28.3% | +169.9% | -198.1% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling