+100.7%
ET vs BIIB
-19.0%
+119.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +0.6% | -5.4% | +6.0% | +1.1% |
| 30D | +5.3% | +1.7% | +3.6% | +5.1% |
| 3M | +15.6% | +5.8% | +9.8% | +14.9% |
| 6M | +20.6% | +11.9% | +8.7% | +19.0% |
| YTD | +38.5% | +19.7% | +18.8% | +35.5% |
| 1Y | +35.7% | +46.7% | -11.0% | +29.4% |
| All | +100.7% | -19.0% | +119.7% | +96.4% |
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 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