+2,598.9%
ED vs BIIB
+8,346.7%
-5,747.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | +2.1% | +2.0% | 0.0% | +2.0% |
| 30D | +10.4% | +8.8% | +1.6% | +10.0% |
| 3M | +12.5% | +20.3% | -7.7% | +11.7% |
| 6M | +14.9% | +23.9% | -9.0% | +13.8% |
| YTD | +24.8% | +44.0% | -19.2% | +22.8% |
| 1Y | +23.8% | +53.8% | -30.0% | +21.4% |
| 3Y | +51.6% | +13.8% | +37.8% | +50.1% |
| 5Y | +86.4% | -6.3% | +92.7% | +85.1% |
| 10Y | +145.4% | -20.6% | +166.0% | +141.0% |
| All | +2,598.9% | +8,346.7% | -5,747.8% | +2,183.8% |
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 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