+251.0%
ECHO vs BIIB
-34.6%
+285.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | +5.3% | -5.4% | +10.7% | +6.5% |
| 30D | +2.4% | +1.7% | +0.7% | +2.0% |
| 3M | -21.8% | +5.8% | -27.6% | -23.1% |
| 6M | -16.9% | +11.9% | -28.9% | -19.7% |
| YTD | -16.0% | +19.7% | -35.7% | -20.4% |
| 1Y | +9.3% | +46.7% | -37.5% | -2.1% |
| 3Y | +406.2% | -18.6% | +424.8% | +426.4% |
| 5Y | +251.0% | -29.8% | +280.8% | +303.7% |
| All | +251.0% | -34.6% | +285.5% | +303.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling