-65.6%
EL vs BIIB
-7.5%
-58.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.3% |
| 7D | +2.7% | +2.7% | 0.0% | +1.8% |
| 30D | +10.8% | +9.4% | +1.4% | +7.8% |
| 3M | +26.5% | +19.9% | +6.5% | +19.9% |
| 6M | +31.1% | +25.6% | +5.5% | +21.7% |
| YTD | +6.6% | +42.3% | -35.7% | -5.4% |
| 1Y | +21.8% | +55.1% | -33.3% | +5.1% |
| 3Y | +1.8% | +11.4% | -9.7% | -6.7% |
| 5Y | -65.6% | -7.4% | -58.2% | -67.1% |
| All | -65.6% | -7.5% | -58.1% | -67.1% |
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