-26.8%
BIIB vs ESTC
+27.2%
-54.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.4% |
| 7D | +2.7% | +5.8% | -3.1% | +2.0% |
| 30D | +9.4% | -5.6% | +15.0% | +10.0% |
| 3M | +19.9% | +15.4% | +4.5% | +17.0% |
| 6M | +25.6% | +77.8% | -52.2% | +15.5% |
| YTD | +42.3% | +18.1% | +24.3% | +36.9% |
| 1Y | +55.1% | -3.7% | +58.8% | +52.8% |
| 3Y | +11.4% | +16.9% | -5.4% | +1.2% |
| 5Y | -7.4% | -51.2% | +43.9% | -8.0% |
| All | -26.8% | +27.2% | -54.0% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling