+24.4%
EL vs BIIB
-26.2%
+50.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -6.5% | -1.7% | -4.8% | -6.2% |
| 30D | +11.1% | +4.0% | +7.2% | +10.5% |
| 3M | +10.7% | +8.6% | +2.1% | +8.9% |
| 6M | +6.9% | +14.0% | -7.1% | +4.1% |
| YTD | -6.3% | +23.4% | -29.7% | -10.0% |
| 1Y | +13.5% | +45.9% | -32.4% | +5.7% |
| 3Y | -33.1% | -16.1% | -16.9% | -33.1% |
| 5Y | -68.8% | -27.6% | -41.2% | -68.7% |
| All | +24.4% | -26.2% | +50.6% | +18.7% |
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 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