-60.8%
EOSE vs BIIB
-14.4%
-46.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +1.8% | -1.7% | +3.5% | +2.1% |
| 30D | -6.8% | +4.0% | -10.8% | -7.7% |
| 3M | -36.3% | +8.6% | -44.9% | -37.7% |
| 6M | -38.8% | +14.0% | -52.8% | -41.1% |
| YTD | -65.5% | +23.4% | -88.9% | -67.6% |
| 1Y | -45.3% | +45.9% | -91.2% | -50.9% |
| 3Y | +44.2% | -16.1% | +60.3% | +48.9% |
| 5Y | -69.5% | -27.6% | -41.9% | -69.6% |
| All | -60.8% | -14.4% | -46.4% | -60.8% |
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