+393.0%
EFA vs BIIB
+249.4%
+143.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.2% | +0.1% |
| 7D | +1.2% | -1.6% | +2.8% | +1.5% |
| 30D | -0.7% | +2.2% | -2.9% | -1.2% |
| 3M | +6.4% | +10.3% | -3.9% | +4.1% |
| 6M | +11.4% | +14.9% | -3.6% | +7.9% |
| YTD | +14.0% | +20.7% | -6.8% | +9.1% |
| 1Y | +20.2% | +50.3% | -30.1% | +10.2% |
| 3Y | +68.2% | -18.0% | +86.2% | +70.5% |
| 5Y | +54.8% | -33.9% | +88.7% | +59.9% |
| 10Y | +142.4% | -30.9% | +173.3% | +123.9% |
| All | +393.0% | +249.4% | +143.6% | +162.3% |
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