+210.6%
ET vs BIIB
-7.5%
+218.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +2.5% | +2.0% | +0.5% | +2.3% |
| 30D | -2.5% | +8.8% | -11.3% | -3.6% |
| 3M | -4.9% | +20.3% | -25.1% | -7.2% |
| 6M | -0.1% | +23.9% | -24.0% | -3.2% |
| YTD | +26.2% | +44.0% | -17.8% | +19.1% |
| 1Y | +25.2% | +53.8% | -28.7% | +16.9% |
| 3Y | +84.2% | +13.8% | +70.3% | +77.2% |
| All | +210.6% | -7.5% | +218.1% | +208.2% |
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