+41.8%
ES vs BIIB
-0.5%
+42.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -3.2% |
| 7D | +1.9% | -2.1% | +4.0% | +2.2% |
| 30D | +7.1% | +11.8% | -4.7% | +5.0% |
| 3M | -1.9% | +20.4% | -22.3% | -5.2% |
| 6M | +4.4% | +30.2% | -25.9% | -0.9% |
| YTD | +7.3% | +41.1% | -33.8% | -0.4% |
| 1Y | +2.1% | +58.4% | -56.3% | -8.1% |
| 3Y | +41.8% | -0.1% | +42.0% | +45.4% |
| All | +41.8% | -0.5% | +42.3% | +45.4% |
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