+11,521.6%
ECL vs BIIB
+7,261.0%
+4,260.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | -2.6% | +1.1% | -3.7% | -2.7% |
| 30D | -2.2% | +6.9% | -9.0% | -2.7% |
| 3M | +10.1% | +12.4% | -2.3% | +9.1% |
| 6M | -5.7% | +16.3% | -22.0% | -7.0% |
| YTD | +7.0% | +25.5% | -18.5% | +4.9% |
| 1Y | +2.7% | +57.8% | -55.1% | -1.1% |
| 3Y | +57.7% | -17.3% | +75.1% | +58.5% |
| 5Y | +31.1% | -33.8% | +64.9% | +32.9% |
| 10Y | +150.9% | -29.6% | +180.5% | +145.4% |
| All | +11,521.6% | +7,261.0% | +4,260.6% | +9,390.9% |
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