+75.8%
ESI vs BIIB
-34.6%
+110.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +3.9% | -5.4% | +9.3% | +5.5% |
| 30D | -3.8% | +1.7% | -5.5% | -4.4% |
| 3M | -13.1% | +5.8% | -19.0% | -15.2% |
| 6M | +11.3% | +11.9% | -0.6% | +6.6% |
| YTD | +44.1% | +19.7% | +24.4% | +35.0% |
| 1Y | +40.3% | +46.7% | -6.4% | +23.7% |
| 3Y | +84.1% | -18.6% | +102.7% | +83.8% |
| 5Y | +75.8% | -29.8% | +105.6% | +90.4% |
| All | +75.8% | -34.6% | +110.4% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling