+87.5%
EQNR vs BIIB
+63.0%
+24.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -1.0% |
| 7D | -10.6% | -2.3% | -8.3% | -10.8% |
| 30D | -1.1% | +9.4% | -10.5% | -0.1% |
| 3M | +12.6% | +18.1% | -5.4% | +14.4% |
| 6M | +4.9% | +29.0% | -24.1% | +7.3% |
| YTD | +86.1% | +38.6% | +47.5% | +89.1% |
| 1Y | +87.5% | +59.0% | +28.5% | +86.1% |
| All | +87.5% | +63.0% | +24.5% | +86.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling