+1,101.9%
ES vs BIIB
+7,261.0%
-6,159.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.5% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | -2.0% | +6.9% | -8.8% | -2.3% |
| 3M | +1.7% | +12.4% | -10.7% | +1.0% |
| 6M | -3.5% | +16.3% | -19.8% | -4.5% |
| YTD | +7.9% | +25.5% | -17.6% | +6.4% |
| 1Y | +17.2% | +57.8% | -40.6% | +14.0% |
| 3Y | +29.3% | -17.3% | +46.7% | +29.8% |
| 5Y | -5.7% | -33.8% | +28.1% | -4.9% |
| 10Y | +85.2% | -29.6% | +114.8% | +82.4% |
| All | +1,101.9% | +7,261.0% | -6,159.1% | +921.0% |
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