+424.6%
ETSY vs BIIB
-26.2%
+450.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -4.9% | -1.7% | -3.2% | -4.4% |
| 30D | -8.6% | +4.0% | -12.6% | -9.7% |
| 3M | +4.8% | +8.6% | -3.8% | +1.7% |
| 6M | +38.1% | +14.0% | +24.1% | +31.4% |
| YTD | +31.2% | +23.4% | +7.9% | +21.5% |
| 1Y | +22.1% | +45.9% | -23.8% | +7.2% |
| 3Y | +12.2% | -16.1% | +28.4% | +14.6% |
| 5Y | -66.5% | -27.6% | -38.9% | -65.2% |
| All | +424.6% | -26.2% | +450.8% | +411.5% |
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