+7.4%
EMB vs BIIB
-7.5%
+14.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -0.7% | +2.7% | -3.4% | -0.9% |
| 30D | +0.5% | +9.4% | -8.9% | -0.2% |
| 3M | -2.5% | +19.9% | -22.4% | -3.9% |
| 6M | -2.0% | +25.6% | -27.7% | -4.0% |
| YTD | -0.9% | +42.3% | -43.2% | -4.2% |
| 1Y | -0.3% | +55.1% | -55.4% | -4.4% |
| 3Y | +29.2% | +11.4% | +17.8% | +26.8% |
| 5Y | +7.4% | -7.4% | +14.8% | +3.8% |
| All | +7.4% | -7.5% | +14.9% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling