+162.1%
EQX vs BIIB
-16.5%
+178.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -3.2% | -1.7% | -1.5% | -3.1% |
| 30D | +7.8% | +4.0% | +3.8% | +7.6% |
| 3M | +21.3% | +8.6% | +12.7% | +20.9% |
| 6M | -22.4% | +14.0% | -36.4% | -23.0% |
| YTD | -11.3% | +23.4% | -34.7% | -12.6% |
| 1Y | +13.5% | +45.9% | -32.4% | +9.8% |
| 3Y | +162.1% | -16.1% | +178.3% | +197.4% |
| All | +162.1% | -16.5% | +178.7% | +197.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling