+224.6%
ESI vs BIIB
-9.6%
+234.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.6% | +3.3% |
| 7D | +3.3% | +1.1% | +2.3% | +3.1% |
| 30D | -5.9% | +6.9% | -12.7% | -7.4% |
| 3M | -14.1% | +12.4% | -26.5% | -16.8% |
| 6M | +6.6% | +16.3% | -9.7% | +2.3% |
| YTD | +45.0% | +25.5% | +19.5% | +36.6% |
| 1Y | +41.5% | +57.8% | -16.3% | +26.4% |
| 3Y | +78.8% | -17.3% | +96.1% | +81.3% |
| 5Y | +70.9% | -33.8% | +104.7% | +77.8% |
| 10Y | +317.1% | -29.6% | +346.7% | +280.5% |
| All | +224.6% | -9.6% | +234.2% | +192.8% |
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