-68.4%
EL vs BIIB
-34.6%
-33.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.6% |
| 7D | -2.4% | -5.4% | +3.0% | -0.7% |
| 30D | +13.7% | +1.7% | +11.9% | +13.3% |
| 3M | +14.5% | +5.8% | +8.7% | +12.0% |
| 6M | +7.4% | +11.9% | -4.5% | +2.9% |
| YTD | -4.7% | +19.7% | -24.4% | -10.9% |
| 1Y | +12.9% | +46.7% | -33.8% | -1.5% |
| 3Y | -32.2% | -18.6% | -13.6% | -32.5% |
| 5Y | -68.4% | -29.8% | -38.6% | -67.8% |
| All | -68.4% | -34.6% | -33.8% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling