+77.8%
ESI vs BIIB
+13.5%
+64.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | +5.5% | +2.0% | +3.5% | +4.9% |
| 30D | -7.8% | +8.8% | -16.6% | -10.3% |
| 3M | -15.0% | +20.3% | -35.3% | -20.3% |
| 6M | -24.9% | +23.9% | -48.8% | -30.9% |
| YTD | +33.2% | +44.0% | -10.8% | +15.0% |
| 1Y | +24.9% | +53.8% | -28.9% | +5.2% |
| 3Y | +77.8% | +13.8% | +63.9% | +49.5% |
| All | +77.8% | +13.5% | +64.2% | +49.5% |
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