+85.5%
ETN vs BIIB
-16.5%
+102.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.9% |
| 7D | +3.5% | -1.7% | +5.2% | +3.6% |
| 30D | -7.5% | +4.0% | -11.5% | -7.8% |
| 3M | +8.3% | +8.6% | -0.3% | +7.2% |
| 6M | +20.2% | +14.0% | +6.2% | +18.0% |
| YTD | +34.7% | +23.4% | +11.3% | +30.7% |
| 1Y | +19.4% | +45.9% | -26.4% | +13.2% |
| 3Y | +85.5% | -16.1% | +101.6% | +84.8% |
| All | +85.5% | -16.5% | +102.0% | +84.8% |
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