+144.5%
ETR vs BIIB
-17.2%
+161.7%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.6% | -1.4% |
| 7D | -1.9% | -4.0% | +2.1% | -1.7% |
| 30D | -0.2% | +5.7% | -5.9% | -0.5% |
| 3M | -3.7% | +10.9% | -14.6% | -4.3% |
| 6M | +2.1% | +14.3% | -12.3% | +1.2% |
| YTD | +16.5% | +22.4% | -5.9% | +14.7% |
| 1Y | +22.5% | +51.1% | -28.5% | +18.3% |
| All | +144.5% | -17.2% | +161.7% | +164.5% |
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 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