+84.2%
ES vs BIIB
-31.7%
+115.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.0% |
| 7D | +1.4% | -1.6% | +3.0% | +1.6% |
| 30D | -1.2% | +2.2% | -3.4% | -1.4% |
| 3M | +5.0% | +10.3% | -5.3% | +3.7% |
| 6M | -2.8% | +14.9% | -17.8% | -4.6% |
| YTD | +8.6% | +20.7% | -12.2% | +5.8% |
| 1Y | +18.9% | +50.3% | -31.4% | +13.0% |
| 3Y | +32.1% | -18.0% | +50.1% | +32.7% |
| 5Y | -5.1% | -33.9% | +28.9% | -3.7% |
| 10Y | +84.2% | -30.9% | +115.1% | +85.2% |
| All | +84.2% | -31.7% | +115.9% | +85.2% |
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