+2,293.1%
ED vs BIIB
+7,261.0%
-4,967.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | -0.2% | +1.1% | -1.3% | -0.2% |
| 30D | -0.1% | +6.9% | -7.0% | -0.4% |
| 3M | +3.9% | +12.4% | -8.5% | +3.4% |
| 6M | -3.0% | +16.3% | -19.3% | -3.7% |
| YTD | +10.7% | +25.5% | -14.8% | +9.5% |
| 1Y | +13.3% | +57.8% | -44.5% | +11.0% |
| 3Y | +34.5% | -17.3% | +51.8% | +34.8% |
| 5Y | +67.1% | -33.8% | +100.9% | +68.2% |
| 10Y | +103.0% | -29.6% | +132.6% | +100.3% |
| All | +2,293.1% | +7,261.0% | -4,967.9% | +1,936.8% |
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