+146.4%
ED vs BIIB
-20.7%
+167.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | +2.1% | +2.0% | 0.0% | +1.9% |
| 30D | +10.4% | +8.8% | +1.6% | +9.7% |
| 3M | +12.5% | +20.3% | -7.7% | +11.0% |
| 6M | +14.9% | +23.9% | -9.0% | +12.9% |
| YTD | +24.8% | +44.0% | -19.2% | +21.1% |
| 1Y | +23.8% | +53.8% | -30.0% | +19.5% |
| 3Y | +51.6% | +13.8% | +37.8% | +49.0% |
| 5Y | +86.4% | -6.3% | +92.7% | +84.5% |
| All | +146.4% | -20.7% | +167.1% | +151.8% |
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