+38.7%
ECL vs BIIB
-6.2%
+44.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +0.4% | +1.7% | -1.3% | +0.1% |
| 30D | +8.6% | +12.2% | -3.6% | +6.1% |
| 3M | +7.9% | +22.3% | -14.4% | +3.5% |
| 6M | +21.0% | +30.9% | -9.9% | +14.2% |
| YTD | +17.5% | +43.9% | -26.4% | +8.2% |
| 1Y | +19.7% | +62.1% | -42.4% | +7.4% |
| 3Y | +77.4% | +12.7% | +64.8% | +68.2% |
| 5Y | +38.7% | -5.1% | +43.8% | +37.2% |
| All | +38.7% | -6.2% | +44.9% | +37.2% |
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 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