+85.6%
ES vs BIIB
-18.3%
+104.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | -0.1% | +2.4% | -2.4% | -0.4% |
| 30D | +5.7% | +12.9% | -7.2% | +4.3% |
| 3M | -2.8% | +22.6% | -25.4% | -5.0% |
| 6M | +7.0% | +31.7% | -24.8% | +3.5% |
| YTD | +6.8% | +44.8% | -38.0% | +2.0% |
| 1Y | -0.5% | +63.9% | -64.4% | -6.3% |
| 3Y | +47.2% | +13.5% | +33.7% | +42.9% |
| 5Y | +2.3% | -5.6% | +7.9% | +0.2% |
| 10Y | +85.6% | -20.3% | +106.0% | +85.5% |
| All | +85.6% | -18.3% | +104.0% | +85.5% |
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