+144.9%
ECHO vs BIIB
-20.7%
+165.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.8% |
| 7D | +5.7% | +2.0% | +3.7% | +5.5% |
| 30D | +13.8% | +8.8% | +5.0% | +12.6% |
| 3M | +9.1% | +20.3% | -11.2% | +6.5% |
| 6M | -24.9% | +23.9% | -48.8% | -27.2% |
| YTD | -8.0% | +44.0% | -52.0% | -12.7% |
| 1Y | +42.9% | +53.8% | -10.9% | +34.3% |
| 3Y | +926.7% | +13.8% | +912.9% | +897.3% |
| 5Y | +230.4% | -6.3% | +236.7% | +223.5% |
| All | +144.9% | -20.7% | +165.6% | +122.7% |
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