+457.5%
BIIB vs EFV
+256.4%
+201.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.4% |
| 7D | -1.6% | +1.0% | -2.6% | -2.2% |
| 30D | +2.2% | +0.2% | +2.0% | +2.1% |
| 3M | +10.3% | +9.6% | +0.7% | +4.3% |
| 6M | +14.9% | +14.0% | +0.9% | +5.7% |
| YTD | +20.7% | +18.5% | +2.3% | +8.3% |
| 1Y | +50.3% | +27.9% | +22.4% | +28.8% |
| 3Y | -18.0% | +92.4% | -110.4% | -45.2% |
| 5Y | -33.9% | +97.2% | -131.1% | -56.8% |
| 10Y | -30.9% | +163.0% | -194.0% | -63.0% |
| All | +457.5% | +256.4% | +201.1% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling