+30.6%
EMB vs BIIB
-18.3%
+48.9%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.1% |
| 7D | +0.3% | -1.6% | +1.9% | +0.4% |
| 30D | -0.5% | +2.2% | -2.7% | -0.6% |
| 3M | +0.3% | +10.3% | -10.0% | -0.5% |
| 6M | +1.2% | +14.9% | -13.8% | -0.1% |
| YTD | +1.5% | +20.7% | -19.3% | -0.3% |
| 1Y | +4.8% | +50.3% | -45.5% | +0.9% |
| All | +30.6% | -18.3% | +48.9% | +32.7% |
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