-20.4%
ELF vs BIIB
-16.1%
-4.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.6% |
| 7D | +5.4% | +1.1% | +4.3% | +5.0% |
| 30D | +27.0% | +6.9% | +20.1% | +24.7% |
| 3M | +113.2% | +12.4% | +100.8% | +105.2% |
| 6M | +36.6% | +16.3% | +20.3% | +29.5% |
| YTD | +44.2% | +25.5% | +18.7% | +33.4% |
| 1Y | -18.0% | +57.8% | -75.8% | -30.3% |
| All | -20.4% | -16.1% | -4.3% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling