-29.4%
EW vs BIIB
-34.6%
+5.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -5.1% | -5.4% | +0.3% | -4.2% |
| 30D | -6.4% | +1.7% | -8.1% | -6.7% |
| 3M | -1.6% | +5.8% | -7.4% | -2.8% |
| 6M | +2.3% | +11.9% | -9.7% | -0.4% |
| YTD | +1.1% | +19.7% | -18.6% | -3.1% |
| 1Y | +8.0% | +46.7% | -38.8% | -0.9% |
| 3Y | +16.3% | -18.6% | +35.0% | +19.8% |
| 5Y | -29.4% | -29.8% | +0.4% | -25.2% |
| All | -29.4% | -34.6% | +5.1% | -25.2% |
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