+7,595.3%
EW vs BIIB
+541.5%
+7,053.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | +6.5% | -0.4% | +6.9% | +6.5% |
| 30D | +22.5% | +10.5% | +12.0% | +20.6% |
| 3M | +13.0% | +24.3% | -11.3% | +9.3% |
| 6M | +37.1% | +28.0% | +9.1% | +31.7% |
| YTD | +24.1% | +44.0% | -19.9% | +16.8% |
| 1Y | +24.2% | +58.8% | -34.6% | +15.2% |
| 3Y | +64.8% | +12.7% | +52.1% | +58.9% |
| 5Y | -7.4% | -4.9% | -2.5% | -9.7% |
| 10Y | +248.8% | -20.6% | +269.4% | +226.3% |
| All | +7,595.3% | +541.5% | +7,053.8% | +5,030.2% |
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 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