+367.4%
EAT vs BIIB
-26.2%
+393.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -7.7% | -1.7% | -6.0% | -7.4% |
| 30D | -13.6% | +4.0% | -17.5% | -14.2% |
| 3M | +33.9% | +8.6% | +25.3% | +31.6% |
| 6M | +47.2% | +14.0% | +33.2% | +43.1% |
| YTD | +48.1% | +23.4% | +24.7% | +41.7% |
| 1Y | +33.7% | +45.9% | -12.2% | +24.0% |
| 3Y | +595.8% | -16.1% | +611.9% | +605.0% |
| 5Y | +314.4% | -27.6% | +341.9% | +321.6% |
| All | +367.4% | -26.2% | +393.6% | +347.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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