-30.4%
ELAN vs BIIB
-28.1%
-2.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | -5.4% | -1.7% | -3.8% | -5.0% |
| 30D | +4.7% | +4.0% | +0.7% | +3.5% |
| 3M | -3.7% | +8.6% | -12.3% | -6.5% |
| 6M | -1.2% | +14.0% | -15.2% | -5.8% |
| YTD | +2.4% | +23.4% | -21.0% | -5.2% |
| 1Y | +23.4% | +45.9% | -22.5% | +7.9% |
| 3Y | +96.7% | -16.1% | +112.8% | +94.6% |
| All | -30.4% | -28.1% | -2.3% | -29.7% |
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 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