+3,734.0%
ETR vs BIIB
+7,261.0%
-3,527.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.4% |
| 7D | +1.4% | +1.1% | +0.4% | +1.4% |
| 30D | +1.0% | +6.9% | -5.9% | +0.7% |
| 3M | -1.3% | +12.4% | -13.7% | -1.8% |
| 6M | +1.9% | +16.3% | -14.4% | +1.1% |
| YTD | +18.2% | +25.5% | -7.3% | +16.8% |
| 1Y | +24.7% | +57.8% | -33.1% | +22.1% |
| 3Y | +150.7% | -17.3% | +168.0% | +151.3% |
| 5Y | +127.0% | -33.8% | +160.8% | +128.5% |
| 10Y | +295.5% | -29.6% | +325.0% | +290.3% |
| All | +3,734.0% | +7,261.0% | -3,527.0% | +3,180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling