+62.1%
EMR vs BIIB
-19.0%
+81.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.3% | +0.2% |
| 7D | +3.1% | -1.6% | +4.7% | +3.3% |
| 30D | -3.5% | +2.2% | -5.7% | -4.0% |
| 3M | +9.8% | +10.3% | -0.5% | +7.3% |
| 6M | +10.8% | +14.9% | -4.2% | +7.0% |
| YTD | +15.9% | +20.7% | -4.8% | +10.2% |
| 1Y | +16.4% | +50.3% | -33.9% | +4.7% |
| 3Y | +62.1% | -18.0% | +80.1% | +56.1% |
| All | +62.1% | -19.0% | +81.1% | +56.1% |
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