+126.1%
EMB vs BIIB
+344.6%
-218.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -0.7% | +2.7% | -3.4% | -0.8% |
| 30D | +0.5% | +9.4% | -8.9% | +0.1% |
| 3M | -2.5% | +19.9% | -22.4% | -3.4% |
| 6M | -2.0% | +25.6% | -27.7% | -3.3% |
| YTD | -0.9% | +42.3% | -43.2% | -2.8% |
| 1Y | -0.3% | +55.1% | -55.4% | -2.7% |
| 3Y | +29.2% | +11.4% | +17.8% | +27.6% |
| 5Y | +7.4% | -7.4% | +14.8% | +6.3% |
| 10Y | +35.8% | -21.5% | +57.3% | +32.5% |
| All | +126.1% | +344.6% | -218.5% | +100.7% |
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 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