+5,652.1%
EAT vs BIIB
+7,261.0%
-1,608.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | +1.9% | +6.9% | -5.0% | +1.1% |
| 3M | +68.7% | +12.4% | +56.2% | +66.3% |
| 6M | +66.9% | +16.3% | +50.6% | +63.8% |
| YTD | +60.4% | +25.5% | +34.9% | +56.0% |
| 1Y | +44.0% | +57.8% | -13.8% | +36.5% |
| 3Y | +604.7% | -17.3% | +622.0% | +611.5% |
| 5Y | +347.0% | -33.8% | +380.8% | +357.7% |
| 10Y | +390.8% | -29.6% | +420.3% | +380.0% |
| All | +5,652.1% | +7,261.0% | -1,608.9% | +3,511.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling