+293.6%
ELF vs BIIB
-32.1%
+325.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.1% | -4.3% |
| 7D | -1.2% | -1.6% | +0.5% | -0.9% |
| 30D | +5.9% | +2.2% | +3.7% | +5.6% |
| 3M | +99.5% | +10.3% | +89.2% | +96.1% |
| 6M | +26.5% | +14.9% | +11.6% | +23.3% |
| YTD | +37.2% | +20.7% | +16.4% | +32.7% |
| 1Y | -24.4% | +50.3% | -74.7% | -29.5% |
| 3Y | -23.3% | -18.0% | -5.4% | -23.1% |
| 5Y | +245.2% | -33.9% | +279.1% | +248.8% |
| All | +293.6% | -32.1% | +325.7% | +274.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling