-29.3%
ETHA vs BIIB
-4.8%
-24.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | -2.4% | -4.0% | +1.6% | -1.6% |
| 30D | +30.9% | +5.7% | +25.2% | +29.2% |
| 3M | +51.1% | +10.9% | +40.2% | +46.0% |
| 6M | +20.5% | +14.3% | +6.2% | +14.5% |
| YTD | -17.3% | +22.4% | -39.7% | -24.0% |
| 1Y | -43.2% | +51.1% | -94.3% | -52.6% |
| All | -29.3% | -4.8% | -24.5% | -25.7% |
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