+188.4%
ECHO vs BIIB
-26.8%
+215.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | +2.3% | -4.0% | +6.3% | +2.8% |
| 30D | +4.4% | +5.7% | -1.3% | +3.6% |
| 3M | -20.3% | +10.9% | -31.2% | -21.5% |
| 6M | -15.3% | +14.3% | -29.7% | -17.2% |
| YTD | -15.5% | +22.4% | -37.9% | -18.2% |
| 1Y | +15.0% | +51.1% | -36.1% | +8.0% |
| 3Y | +409.1% | -16.8% | +426.0% | +413.5% |
| 5Y | +260.6% | -28.1% | +288.8% | +263.5% |
| All | +188.4% | -26.8% | +215.2% | +176.6% |
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