+13.5%
BIIB vs ESTC
+20.1%
-6.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.2% | +2.4% |
| 7D | +2.4% | -1.2% | +3.5% | +2.4% |
| 30D | +12.9% | -8.1% | +21.0% | +13.2% |
| 3M | +22.6% | +20.2% | +2.4% | +21.6% |
| 6M | +31.7% | +72.7% | -41.0% | +28.8% |
| YTD | +44.8% | +19.6% | +25.2% | +43.5% |
| 1Y | +63.9% | +0.3% | +63.6% | +63.7% |
| 3Y | +13.5% | +22.8% | -9.4% | +12.5% |
| All | +13.5% | +20.1% | -6.6% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling