+1,458.7%
ET vs BIIB
+392.8%
+1,065.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +0.9% | +1.1% | -0.2% | +0.7% |
| 30D | +7.5% | +6.9% | +0.6% | +6.2% |
| 3M | +11.4% | +12.4% | -1.0% | +8.9% |
| 6M | +18.5% | +16.3% | +2.3% | +14.8% |
| YTD | +37.4% | +25.5% | +11.9% | +31.0% |
| 1Y | +30.9% | +57.8% | -26.9% | +19.6% |
| 3Y | +98.7% | -17.3% | +116.1% | +100.7% |
| 5Y | +230.7% | -33.8% | +264.5% | +240.3% |
| 10Y | +175.6% | -29.6% | +205.2% | +151.3% |
| All | +1,458.7% | +392.8% | +1,065.9% | +724.2% |
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 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