-0.1%
ES vs BIIB
+68.6%
-68.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +2.0% |
| 7D | +5.3% | +4.3% | +1.1% | +5.1% |
| 30D | +8.9% | +13.8% | -4.9% | +8.4% |
| 3M | -1.9% | +22.1% | -24.0% | -2.7% |
| 6M | +3.9% | +35.9% | -32.0% | +3.3% |
| YTD | +8.3% | +44.6% | -36.3% | +7.1% |
| 1Y | -0.1% | +70.4% | -70.5% | -7.9% |
| All | -0.1% | +68.6% | -68.8% | -7.9% |
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 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