-24.4%
ELF vs BIIB
+51.8%
-76.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.7% |
| 3M | +99.5% | +10.3% | +89.2% | +96.2% |
| 6M | +26.5% | +14.9% | +11.6% | +23.1% |
| YTD | +37.2% | +20.7% | +16.4% | +33.5% |
| 1Y | -24.4% | +50.3% | -74.7% | -26.0% |
| All | -24.4% | +51.8% | -76.2% | -26.0% |
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 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