+196.5%
ECL vs BIIB
-20.9%
+217.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.3% | -0.4% | -1.9% | -2.2% |
| 30D | +8.3% | +10.5% | -2.2% | +6.9% |
| 3M | +8.4% | +24.3% | -15.8% | +5.5% |
| 6M | +23.3% | +28.0% | -4.7% | +19.2% |
| YTD | +18.2% | +44.0% | -25.8% | +12.4% |
| 1Y | +18.8% | +58.8% | -40.0% | +11.5% |
| 3Y | +78.5% | +12.7% | +65.8% | +72.6% |
| 5Y | +40.1% | -4.9% | +45.0% | +36.5% |
| 10Y | +196.5% | -20.6% | +217.1% | +173.2% |
| All | +196.5% | -20.9% | +217.4% | +173.2% |
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