-13.0%
EFX vs BIIB
-19.0%
+6.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.8% |
| 7D | -9.4% | -5.4% | -4.0% | -7.9% |
| 30D | -6.9% | +1.7% | -8.6% | -7.3% |
| 3M | +0.1% | +5.8% | -5.7% | -1.5% |
| 6M | -17.3% | +11.9% | -29.3% | -20.4% |
| YTD | -21.8% | +19.7% | -41.6% | -26.8% |
| 1Y | -32.5% | +46.7% | -79.3% | -41.5% |
| All | -13.0% | -19.0% | +6.0% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling