+34.3%
EIX vs BIIB
-20.9%
+55.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | +7.7% | +10.5% | -2.8% | +6.6% |
| 3M | -12.9% | +24.3% | -37.1% | -14.8% |
| 6M | -12.7% | +28.0% | -40.7% | -15.0% |
| YTD | +5.5% | +44.0% | -38.5% | +1.2% |
| 1Y | +9.4% | +58.8% | -49.4% | +3.9% |
| 3Y | +9.7% | +12.7% | -3.0% | +6.7% |
| 5Y | +16.9% | -4.9% | +21.9% | +14.7% |
| 10Y | +34.3% | -20.6% | +54.9% | +32.5% |
| All | +34.3% | -20.9% | +55.2% | +32.5% |
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