+58.6%
ELF vs BIIB
+56.8%
+1.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.8% | +3.6% |
| 7D | +1.6% | +2.0% | -0.4% | +1.1% |
| 30D | +9.1% | +8.8% | +0.3% | +6.8% |
| 3M | +28.2% | +20.3% | +7.9% | +22.6% |
| 6M | +119.5% | +23.9% | +95.6% | +107.0% |
| YTD | +55.2% | +44.0% | +11.2% | +39.3% |
| 1Y | +58.6% | +53.8% | +4.8% | +39.2% |
| All | +58.6% | +56.8% | +1.8% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling