+90.4%
ENB vs BIIB
-26.8%
+117.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -6.1% | -4.1% |
| 7D | -4.6% | -4.0% | -0.5% | -4.1% |
| 30D | -5.2% | +5.7% | -10.9% | -5.9% |
| 3M | -13.4% | +10.9% | -24.3% | -14.7% |
| 6M | -7.8% | +14.3% | -22.2% | -9.7% |
| YTD | +4.9% | +22.4% | -17.5% | +1.7% |
| 1Y | +3.2% | +51.1% | -47.8% | -2.7% |
| 3Y | +71.0% | -16.8% | +87.8% | +72.4% |
| 5Y | +64.0% | -28.1% | +92.1% | +66.2% |
| All | +90.4% | -26.8% | +117.1% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling