-18.0%
BIIB vs ESTC
+11.7%
-29.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.7% | -0.1% | -3.6% |
| 7D | -1.6% | -4.3% | +2.7% | -1.5% |
| 30D | +2.2% | +17.7% | -15.5% | +1.5% |
| 3M | +10.3% | +42.3% | -32.0% | +8.8% |
| 6M | +14.9% | +64.6% | -49.6% | +12.5% |
| YTD | +20.7% | +17.2% | +3.5% | +19.8% |
| 1Y | +50.3% | -4.2% | +54.5% | +50.5% |
| 3Y | -18.0% | +13.5% | -31.5% | -19.3% |
| All | -18.0% | +11.7% | -29.7% | -19.3% |
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