+591.5%
EWT vs BIIB
+469.5%
+122.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +2.1% | -5.4% | +7.5% | +3.1% |
| 30D | +9.4% | +1.7% | +7.6% | +9.0% |
| 3M | +10.9% | +5.8% | +5.0% | +9.2% |
| 6M | +57.9% | +11.9% | +46.0% | +53.7% |
| YTD | +75.9% | +19.7% | +56.2% | +68.7% |
| 1Y | +89.7% | +46.7% | +43.0% | +74.8% |
| 3Y | +200.9% | -18.6% | +219.5% | +205.3% |
| 5Y | +154.5% | -29.8% | +184.3% | +159.6% |
| 10Y | +520.8% | -28.8% | +549.6% | +468.3% |
| All | +591.5% | +469.5% | +122.0% | +243.5% |
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