+149.4%
EWT vs BIIB
-28.1%
+177.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -1.1% | -1.7% | +0.5% | -0.9% |
| 30D | +4.5% | +4.0% | +0.5% | +3.8% |
| 3M | +8.3% | +8.6% | -0.3% | +6.6% |
| 6M | +54.2% | +14.0% | +40.2% | +50.4% |
| YTD | +74.6% | +23.4% | +51.2% | +67.8% |
| 1Y | +84.9% | +45.9% | +39.0% | +72.7% |
| 3Y | +197.5% | -16.1% | +213.7% | +196.3% |
| All | +149.4% | -28.1% | +177.5% | +157.6% |
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