+50.4%
EWJ vs BIIB
-28.1%
+78.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | +0.3% | -1.7% | +2.0% | +0.5% |
| 30D | +0.8% | +4.0% | -3.2% | +0.1% |
| 3M | +7.5% | +8.6% | -1.1% | +5.7% |
| 6M | +15.6% | +14.0% | +1.6% | +12.6% |
| YTD | +22.7% | +23.4% | -0.7% | +17.7% |
| 1Y | +26.4% | +45.9% | -19.5% | +17.7% |
| 3Y | +72.5% | -16.1% | +88.7% | +71.4% |
| All | +50.4% | -28.1% | +78.4% | +56.2% |
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