+240.0%
ECHO vs BIIB
+288.0%
-48.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.3% |
| 7D | +3.4% | +1.1% | +2.3% | +3.2% |
| 30D | +2.4% | +6.9% | -4.5% | +1.2% |
| 3M | -28.0% | +12.4% | -40.4% | -29.5% |
| 6M | -21.2% | +16.3% | -37.5% | -23.7% |
| YTD | -17.4% | +25.5% | -42.9% | -21.2% |
| 1Y | +33.6% | +57.8% | -24.2% | +22.3% |
| 3Y | +419.7% | -17.3% | +437.0% | +426.8% |
| 5Y | +241.7% | -33.8% | +275.5% | +252.7% |
| 10Y | +180.8% | -29.6% | +210.3% | +161.3% |
| All | +240.0% | +288.0% | -48.0% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling