+313.8%
ELF vs BIIB
-29.5%
+343.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | +5.4% | +1.1% | +4.3% | +5.2% |
| 30D | +27.0% | +6.9% | +20.1% | +25.7% |
| 3M | +113.2% | +12.4% | +100.8% | +108.9% |
| 6M | +36.6% | +16.3% | +20.3% | +32.8% |
| YTD | +44.2% | +25.5% | +18.7% | +38.6% |
| 1Y | -18.0% | +57.8% | -75.8% | -24.1% |
| 3Y | -19.9% | -17.3% | -2.6% | -19.9% |
| 5Y | +257.7% | -33.8% | +291.5% | +260.6% |
| All | +313.8% | -29.5% | +343.3% | +291.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling