+310.8%
EAT vs BIIB
-20.7%
+331.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | -4.0% | +2.0% | -6.0% | -4.3% |
| 30D | -2.9% | +8.8% | -11.7% | -4.5% |
| 3M | -16.9% | +20.3% | -37.2% | -19.7% |
| 6M | +57.0% | +23.9% | +33.1% | +50.3% |
| YTD | +38.2% | +44.0% | -5.8% | +28.5% |
| 1Y | +69.3% | +53.8% | +15.5% | +55.5% |
| 3Y | +483.0% | +13.8% | +469.1% | +459.4% |
| 5Y | +364.1% | -6.3% | +370.4% | +352.7% |
| All | +310.8% | -20.7% | +331.6% | +278.6% |
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