+63.7%
EL vs BIIB
-20.7%
+84.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.9% |
| 7D | +1.5% | +2.0% | -0.5% | +1.2% |
| 30D | +10.0% | +8.8% | +1.2% | +8.4% |
| 3M | +28.4% | +20.3% | +8.1% | +24.6% |
| 6M | +37.1% | +23.9% | +13.2% | +31.9% |
| YTD | +7.8% | +44.0% | -36.2% | +0.9% |
| 1Y | +26.0% | +53.8% | -27.8% | +16.6% |
| 3Y | +3.8% | +13.8% | -10.0% | -0.7% |
| 5Y | -65.2% | -6.3% | -58.9% | -66.4% |
| All | +63.7% | -20.7% | +84.5% | +52.8% |
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