-28.1%
BIIB vs EFV
+94.1%
-122.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.4% |
| 7D | -4.0% | -2.0% | -2.0% | -2.7% |
| 30D | +5.7% | -0.2% | +5.8% | +5.8% |
| 3M | +10.9% | +9.1% | +1.8% | +4.2% |
| 6M | +14.3% | +11.7% | +2.6% | +5.1% |
| YTD | +22.4% | +17.0% | +5.4% | +8.5% |
| 1Y | +51.1% | +26.7% | +24.3% | +26.2% |
| 3Y | -16.8% | +90.2% | -107.0% | -48.4% |
| 5Y | -28.1% | +96.1% | -124.2% | -58.7% |
| All | -28.1% | +94.1% | -122.2% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling