+117.8%
EW vs BIIB
-26.2%
+144.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | -6.2% | -1.7% | -4.5% | -5.9% |
| 30D | -9.3% | +4.0% | -13.3% | -9.9% |
| 3M | -1.6% | +8.6% | -10.2% | -3.0% |
| 6M | -0.8% | +14.0% | -14.8% | -3.1% |
| YTD | -1.0% | +23.4% | -24.4% | -4.6% |
| 1Y | +8.2% | +45.9% | -37.7% | +1.5% |
| 3Y | +12.7% | -16.1% | +28.8% | +13.7% |
| 5Y | -30.2% | -27.6% | -2.6% | -29.4% |
| All | +117.8% | -26.2% | +144.0% | +111.9% |
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