+18.9%
ES vs BIIB
+51.8%
-32.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.8% |
| 7D | +1.4% | -1.6% | +3.0% | +1.5% |
| 30D | -1.2% | +2.2% | -3.4% | -1.3% |
| 3M | +5.0% | +10.3% | -5.3% | +4.9% |
| 6M | -2.8% | +14.9% | -17.8% | -2.9% |
| YTD | +8.6% | +20.7% | -12.2% | +8.1% |
| 1Y | +18.9% | +50.3% | -31.4% | +17.6% |
| All | +18.9% | +51.8% | -32.8% | +17.6% |
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