-35.4%
BIIB vs ESTC
+31.2%
-66.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -1.1% |
| 7D | +1.1% | -8.1% | +9.2% | +2.0% |
| 30D | +6.9% | +31.7% | -24.8% | +2.8% |
| 3M | +12.4% | +41.1% | -28.6% | +7.0% |
| 6M | +16.3% | +77.1% | -60.8% | +6.9% |
| YTD | +25.5% | +21.7% | +3.8% | +20.5% |
| 1Y | +57.8% | +8.4% | +49.4% | +53.1% |
| 3Y | -17.3% | +23.6% | -41.0% | -25.6% |
| 5Y | -33.8% | -46.5% | +12.7% | -35.3% |
| All | -35.4% | +31.2% | -66.6% | -51.5% |
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 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