+33.6%
ECHO vs BIIB
+55.8%
-22.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | 0.0% |
| 7D | +3.4% | +1.1% | +2.3% | +3.4% |
| 30D | +2.4% | +6.9% | -4.5% | +2.3% |
| 3M | -28.0% | +12.4% | -40.4% | -27.9% |
| 6M | -21.2% | +16.3% | -37.5% | -20.9% |
| YTD | -17.4% | +25.5% | -42.9% | -17.9% |
| 1Y | +33.6% | +57.8% | -24.2% | +22.4% |
| All | +33.6% | +55.8% | -22.2% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling