+357.2%
ELF vs BIIB
-21.3%
+378.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +6.3% | +1.7% | +4.6% | +6.0% |
| 30D | +8.5% | +12.2% | -3.7% | +6.5% |
| 3M | +24.4% | +22.3% | +2.2% | +20.5% |
| 6M | +94.7% | +30.9% | +63.8% | +85.9% |
| YTD | +55.9% | +43.9% | +12.0% | +46.4% |
| 1Y | +48.4% | +62.1% | -13.7% | +36.8% |
| 3Y | +24.6% | +12.7% | +12.0% | +19.3% |
| 5Y | +285.0% | -5.1% | +290.1% | +271.3% |
| 10Y | +357.2% | -21.9% | +379.1% | +297.1% |
| All | +357.2% | -21.3% | +378.6% | +297.1% |
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 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