+412.7%
ECHO vs BIIB
-19.0%
+431.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | +5.3% | -5.4% | +10.7% | +6.3% |
| 30D | +2.4% | +1.7% | +0.7% | +2.0% |
| 3M | -21.8% | +5.8% | -27.6% | -22.9% |
| 6M | -16.9% | +11.9% | -28.9% | -19.3% |
| YTD | -16.0% | +19.7% | -35.7% | -20.3% |
| 1Y | +9.3% | +46.7% | -37.5% | -3.2% |
| All | +412.7% | -19.0% | +431.7% | +479.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling