+52.8%
ECL vs BIIB
-19.0%
+71.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -2.7% | -5.4% | +2.6% | -1.9% |
| 30D | -4.3% | +1.7% | -6.0% | -4.6% |
| 3M | +3.2% | +5.8% | -2.6% | +2.1% |
| 6M | -2.9% | +11.9% | -14.8% | -5.0% |
| YTD | +4.3% | +19.7% | -15.5% | +0.5% |
| 1Y | +1.6% | +46.7% | -45.1% | -5.5% |
| All | +52.8% | -19.0% | +71.7% | +49.5% |
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