+244.0%
EQIX vs BIIB
-26.2%
+270.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +0.2% | -1.7% | +1.8% | +0.4% |
| 30D | -2.5% | +4.0% | -6.4% | -3.2% |
| 3M | 0.0% | +8.6% | -8.6% | -1.7% |
| 6M | +7.6% | +14.0% | -6.4% | +4.7% |
| YTD | +37.5% | +23.4% | +14.1% | +31.9% |
| 1Y | +32.9% | +45.9% | -13.0% | +23.6% |
| 3Y | +42.8% | -16.1% | +58.9% | +44.1% |
| 5Y | +35.8% | -27.6% | +63.4% | +38.1% |
| All | +244.0% | -26.2% | +270.1% | +230.5% |
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