+3,426.8%
EMR vs BIIB
+8,346.7%
-4,919.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.1% |
| 7D | +2.8% | +2.0% | +0.8% | +2.7% |
| 30D | +3.7% | +8.8% | -5.2% | +2.8% |
| 3M | +2.0% | +20.3% | -18.3% | +0.2% |
| 6M | +22.1% | +23.9% | -1.8% | +19.3% |
| YTD | +27.2% | +44.0% | -16.8% | +22.3% |
| 1Y | +32.0% | +53.8% | -21.8% | +26.1% |
| 3Y | +103.3% | +13.8% | +89.4% | +98.5% |
| 5Y | +88.2% | -6.3% | +94.5% | +85.5% |
| 10Y | +280.4% | -20.6% | +301.1% | +265.2% |
| All | +3,426.8% | +8,346.7% | -4,919.9% | +2,433.1% |
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 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