+6.0%
EMR vs BIIB
+19.3%
-13.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +1.9% |
| 7D | -1.5% | +1.1% | -2.6% | -1.6% |
| 30D | -5.6% | +6.9% | -12.5% | -6.1% |
| 3M | +7.9% | +12.4% | -4.5% | +6.6% |
| 6M | +6.0% | +16.3% | -10.2% | +3.7% |
| All | +6.0% | +19.3% | -13.3% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling