+39.7%
EFX vs BIIB
-26.2%
+65.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -4.5% | -1.7% | -2.9% | -4.3% |
| 30D | -6.1% | +4.0% | -10.0% | -6.6% |
| 3M | +6.2% | +8.6% | -2.4% | +4.8% |
| 6M | -11.2% | +14.0% | -25.2% | -13.2% |
| YTD | -21.4% | +23.4% | -44.8% | -24.3% |
| 1Y | -34.3% | +45.9% | -80.2% | -38.5% |
| 3Y | -12.5% | -16.1% | +3.6% | -12.2% |
| 5Y | -35.6% | -27.6% | -8.0% | -35.1% |
| All | +39.7% | -26.2% | +65.8% | +36.0% |
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