+854.3%
EEM vs BIIB
+597.9%
+256.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.2% |
| 7D | +2.3% | +1.1% | +1.3% | +2.1% |
| 30D | +4.5% | +6.9% | -2.3% | +2.9% |
| 3M | -0.1% | +12.4% | -12.5% | -3.2% |
| 6M | +16.9% | +16.3% | +0.7% | +12.1% |
| YTD | +26.2% | +25.5% | +0.7% | +18.5% |
| 1Y | +40.5% | +57.8% | -17.3% | +24.9% |
| 3Y | +86.2% | -17.3% | +103.5% | +88.8% |
| 5Y | +45.5% | -33.8% | +79.3% | +50.9% |
| 10Y | +128.6% | -29.6% | +158.2% | +103.8% |
| All | +854.3% | +597.9% | +256.3% | +260.6% |
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