+105.0%
ED vs BIIB
-26.8%
+131.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | -1.9% | -4.0% | +2.2% | -1.6% |
| 30D | +0.1% | +5.7% | -5.6% | -0.3% |
| 3M | 0.0% | +10.9% | -10.9% | -0.8% |
| 6M | -2.5% | +14.3% | -16.9% | -3.6% |
| YTD | +10.1% | +22.4% | -12.3% | +8.2% |
| 1Y | +13.6% | +51.1% | -37.5% | +9.7% |
| 3Y | +32.4% | -16.8% | +49.3% | +33.1% |
| 5Y | +69.9% | -28.1% | +98.0% | +71.2% |
| All | +105.0% | -26.8% | +131.7% | +104.5% |
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 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