+1,710.0%
EL vs BIIB
+12,186.1%
-10,476.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +1.0% |
| 7D | +1.5% | +2.0% | -0.5% | +1.3% |
| 30D | +10.0% | +8.8% | +1.2% | +8.9% |
| 3M | +28.4% | +20.3% | +8.1% | +25.7% |
| 6M | +37.1% | +23.9% | +13.2% | +33.4% |
| YTD | +7.8% | +44.0% | -36.2% | +2.8% |
| 1Y | +26.0% | +53.8% | -27.8% | +19.2% |
| 3Y | +3.8% | +13.8% | -10.0% | +1.4% |
| 5Y | -65.2% | -6.3% | -58.9% | -65.6% |
| 10Y | +62.1% | -20.6% | +82.7% | +54.7% |
| All | +1,710.0% | +12,186.1% | -10,476.1% | +808.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling