+1,095.4%
ES vs BIIB
+8,178.3%
-7,083.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -3.0% |
| 7D | +1.9% | -2.1% | +4.0% | +2.0% |
| 30D | +7.1% | +11.8% | -4.7% | +6.4% |
| 3M | -1.9% | +20.4% | -22.3% | -3.0% |
| 6M | +4.4% | +30.2% | -25.9% | +2.8% |
| YTD | +7.3% | +41.1% | -33.8% | +5.1% |
| 1Y | +2.1% | +58.4% | -56.3% | -0.6% |
| 3Y | +41.8% | -0.1% | +42.0% | +40.9% |
| 5Y | +1.4% | -10.9% | +12.3% | +0.8% |
| 10Y | +86.8% | -10.3% | +97.1% | +81.7% |
| All | +1,095.4% | +8,178.3% | -7,083.0% | +908.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling