+128.5%
EEM vs BIIB
-26.2%
+154.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -1.3% | -1.7% | +0.4% | -1.1% |
| 30D | +2.1% | +4.0% | -1.9% | +1.5% |
| 3M | +1.0% | +8.6% | -7.6% | -0.4% |
| 6M | +15.9% | +14.0% | +1.9% | +13.3% |
| YTD | +24.6% | +23.4% | +1.3% | +20.4% |
| 1Y | +32.3% | +45.9% | -13.6% | +24.7% |
| 3Y | +85.9% | -16.1% | +102.0% | +86.7% |
| 5Y | +45.4% | -27.6% | +72.9% | +46.6% |
| All | +128.5% | -26.2% | +154.7% | +119.7% |
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