+266.6%
EW vs BIIB
-21.7%
+288.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.2% |
| 7D | +4.9% | +2.7% | +2.3% | +4.5% |
| 30D | +24.1% | +9.4% | +14.6% | +22.4% |
| 3M | +13.7% | +19.9% | -6.2% | +10.6% |
| 6M | +32.7% | +25.6% | +7.1% | +27.8% |
| YTD | +24.1% | +42.3% | -18.2% | +17.0% |
| 1Y | +23.6% | +55.1% | -31.5% | +15.0% |
| 3Y | +64.8% | +11.4% | +53.3% | +59.2% |
| 5Y | -8.8% | -7.4% | -1.4% | -10.9% |
| All | +266.6% | -21.7% | +288.2% | +251.3% |
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