+1,244.2%
EWY vs BIIB
+728.6%
+515.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.3% | +1.3% |
| 7D | +8.0% | -1.6% | +9.7% | +8.3% |
| 30D | +14.3% | +2.2% | +12.1% | +13.7% |
| 3M | +2.3% | +10.3% | -8.0% | -0.4% |
| 6M | +49.9% | +14.9% | +34.9% | +44.3% |
| YTD | +95.3% | +20.7% | +74.6% | +85.8% |
| 1Y | +161.7% | +50.3% | +111.4% | +137.2% |
| 3Y | +230.2% | -18.0% | +248.1% | +235.2% |
| 5Y | +148.1% | -33.9% | +182.0% | +157.1% |
| 10Y | +293.2% | -30.9% | +324.1% | +261.5% |
| All | +1,244.2% | +728.6% | +515.6% | +457.6% |
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 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