+14.2%
ELF vs BIIB
-0.5%
+14.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.2% |
| 7D | +4.0% | -2.1% | +6.1% | +4.6% |
| 30D | +10.6% | +11.8% | -1.2% | +7.1% |
| 3M | +25.8% | +20.4% | +5.4% | +19.4% |
| 6M | +89.1% | +30.2% | +58.8% | +73.8% |
| YTD | +52.7% | +41.1% | +11.6% | +36.7% |
| 1Y | +51.7% | +58.4% | -6.7% | +31.0% |
| 3Y | +14.2% | -0.1% | +14.3% | +3.9% |
| All | +14.2% | -0.5% | +14.7% | +3.9% |
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