+513.6%
EWT vs BIIB
-26.2%
+539.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -1.1% | -1.7% | +0.5% | -1.0% |
| 30D | +4.5% | +4.0% | +0.5% | +3.9% |
| 3M | +8.3% | +8.6% | -0.3% | +6.9% |
| 6M | +54.2% | +14.0% | +40.2% | +51.2% |
| YTD | +74.6% | +23.4% | +51.2% | +69.3% |
| 1Y | +84.9% | +45.9% | +39.0% | +75.5% |
| 3Y | +197.5% | -16.1% | +213.7% | +198.1% |
| 5Y | +150.6% | -27.6% | +178.2% | +152.2% |
| All | +513.6% | -26.2% | +539.8% | +487.2% |
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 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