+1,332.0%
ET vs BIIB
+465.5%
+866.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +2.5% | +2.0% | +0.5% | +2.2% |
| 30D | -2.5% | +8.8% | -11.3% | -4.0% |
| 3M | -4.9% | +20.3% | -25.1% | -8.0% |
| 6M | -0.1% | +23.9% | -24.0% | -4.2% |
| YTD | +26.2% | +44.0% | -17.8% | +17.4% |
| 1Y | +25.2% | +53.8% | -28.7% | +15.0% |
| 3Y | +84.2% | +13.8% | +70.3% | +75.7% |
| 5Y | +216.1% | -6.3% | +222.4% | +206.0% |
| 10Y | +160.7% | -20.6% | +181.3% | +132.8% |
| All | +1,332.0% | +465.5% | +866.6% | +638.3% |
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