+29.7%
EMB vs BIIB
-26.8%
+56.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.9% |
| 7D | -1.1% | -4.0% | +2.9% | -0.9% |
| 30D | -1.1% | +5.7% | -6.7% | -1.4% |
| 3M | -0.8% | +10.9% | -11.7% | -1.4% |
| 6M | -0.1% | +14.3% | -14.4% | -1.0% |
| YTD | +0.4% | +22.4% | -22.0% | -1.0% |
| 1Y | +3.3% | +51.1% | -47.8% | +0.5% |
| 3Y | +29.0% | -16.8% | +45.9% | +29.3% |
| 5Y | +6.3% | -28.1% | +34.5% | +6.4% |
| All | +29.7% | -26.8% | +56.5% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling