+297.3%
ESI vs BIIB
-26.2%
+323.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -4.6% | -1.7% | -3.0% | -4.4% |
| 30D | -10.5% | +4.0% | -14.5% | -11.3% |
| 3M | -19.8% | +8.6% | -28.4% | -21.5% |
| 6M | +5.8% | +14.0% | -8.2% | +2.5% |
| YTD | +38.3% | +23.4% | +14.9% | +31.8% |
| 1Y | +31.5% | +45.9% | -14.4% | +21.2% |
| 3Y | +80.7% | -16.1% | +96.8% | +81.4% |
| 5Y | +69.4% | -27.6% | +97.0% | +71.3% |
| All | +297.3% | -26.2% | +323.5% | +262.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling