+128.3%
ETR vs BIIB
-29.7%
+158.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | +0.4% | -5.4% | +5.8% | +0.9% |
| 30D | +2.0% | +1.7% | +0.3% | +1.9% |
| 3M | -1.7% | +5.8% | -7.5% | -2.3% |
| 6M | +3.6% | +11.9% | -8.4% | +2.2% |
| YTD | +18.0% | +19.7% | -1.7% | +15.5% |
| 1Y | +26.2% | +46.7% | -20.5% | +20.6% |
| 3Y | +148.0% | -18.6% | +166.6% | +153.0% |
| All | +128.3% | -29.7% | +158.0% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling