-25.9%
BIIB vs ESTC
+24.7%
-50.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.4% | -2.6% | +2.2% | -0.1% |
| 30D | +10.5% | -8.6% | +19.1% | +11.5% |
| 3M | +24.3% | +14.4% | +9.9% | +21.4% |
| 6M | +28.0% | +73.3% | -45.3% | +18.0% |
| YTD | +44.0% | +15.7% | +28.3% | +38.8% |
| 1Y | +58.8% | -7.6% | +66.4% | +57.3% |
| 3Y | +12.7% | +14.6% | -1.9% | +2.6% |
| 5Y | -4.9% | -50.0% | +45.1% | -6.1% |
| All | -25.9% | +24.7% | -50.7% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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