-38.4%
BIIB vs ESTC
+23.7%
-62.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.6% |
| 7D | -5.4% | -3.3% | -2.0% | -5.0% |
| 30D | +1.7% | +13.4% | -11.7% | -0.3% |
| 3M | +5.8% | +41.3% | -35.5% | +0.7% |
| 6M | +11.9% | +62.6% | -50.6% | +4.1% |
| YTD | +19.7% | +14.8% | +5.0% | +15.8% |
| 1Y | +46.7% | -5.1% | +51.8% | +44.9% |
| 3Y | -18.6% | +11.2% | -29.8% | -25.6% |
| 5Y | -29.8% | -47.0% | +17.2% | -31.4% |
| All | -38.4% | +23.7% | -62.1% | -53.4% |
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