+286.6%
ELF vs BIIB
-21.7%
+308.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.0% |
| 7D | +3.4% | +2.7% | +0.7% | +2.9% |
| 30D | +5.0% | +9.4% | -4.5% | +3.5% |
| 3M | +22.6% | +19.9% | +2.7% | +19.1% |
| 6M | +104.0% | +25.6% | +78.3% | +96.1% |
| YTD | +49.3% | +42.3% | +7.0% | +40.5% |
| 1Y | +46.0% | +55.1% | -9.1% | +35.6% |
| 3Y | +19.4% | +11.4% | +8.0% | +14.5% |
| 5Y | +262.0% | -7.4% | +269.4% | +250.2% |
| All | +286.6% | -21.7% | +308.2% | +225.0% |
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