-30.2%
EL vs BIIB
-19.0%
-11.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -0.6% |
| 7D | +1.7% | -1.6% | +3.3% | +2.3% |
| 30D | +15.5% | +2.2% | +13.3% | +14.8% |
| 3M | +20.6% | +10.3% | +10.2% | +15.3% |
| 6M | +10.5% | +14.9% | -4.5% | +3.3% |
| YTD | -1.9% | +20.7% | -22.6% | -10.8% |
| 1Y | +16.1% | +50.3% | -34.3% | -5.8% |
| 3Y | -30.2% | -18.0% | -12.3% | -33.0% |
| All | -30.2% | -19.0% | -11.3% | -33.0% |
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 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