+24.9%
ESI vs BIIB
+68.6%
-43.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.9% | -5.0% |
| 7D | -6.6% | +4.3% | -10.8% | -7.2% |
| 30D | -10.9% | +13.8% | -24.7% | -13.4% |
| 3M | -13.8% | +22.1% | -35.9% | -17.7% |
| 6M | -21.5% | +35.9% | -57.5% | -28.7% |
| YTD | +34.7% | +44.6% | -9.9% | +17.9% |
| 1Y | +24.9% | +70.4% | -45.5% | +0.1% |
| All | +24.9% | +68.6% | -43.7% | +0.1% |
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