+3,127.8%
EMR vs BIIB
+7,261.0%
-4,133.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 3M | +7.9% | +12.4% | -4.5% | +6.6% |
| 6M | +6.0% | +16.3% | -10.2% | +4.2% |
| YTD | +16.4% | +25.5% | -9.0% | +13.5% |
| 1Y | +16.6% | +57.8% | -41.2% | +11.1% |
| 3Y | +62.9% | -17.3% | +80.2% | +64.0% |
| 5Y | +60.1% | -33.8% | +93.9% | +62.9% |
| 10Y | +268.7% | -29.6% | +298.3% | +258.2% |
| All | +3,127.8% | +7,261.0% | -4,133.2% | +2,250.2% |
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