+290.1%
ETR vs BIIB
-26.2%
+316.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -1.8% | -1.7% | -0.1% | -1.7% |
| 30D | -1.8% | +4.0% | -5.7% | -2.1% |
| 3M | -3.6% | +8.6% | -12.2% | -4.3% |
| 6M | +2.6% | +14.0% | -11.4% | +1.3% |
| YTD | +16.0% | +23.4% | -7.4% | +13.7% |
| 1Y | +20.1% | +45.9% | -25.8% | +16.0% |
| 3Y | +143.6% | -16.1% | +159.7% | +144.9% |
| 5Y | +124.4% | -27.6% | +151.9% | +126.1% |
| All | +290.1% | -26.2% | +316.3% | +290.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling