+84.1%
EWZ vs BIIB
-31.7%
+115.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.8% | +2.6% |
| 7D | +5.6% | -1.6% | +7.2% | +5.8% |
| 30D | +9.3% | +2.2% | +7.1% | +8.8% |
| 3M | +15.7% | +10.3% | +5.4% | +13.4% |
| 6M | +7.4% | +14.9% | -7.5% | +4.3% |
| YTD | +22.7% | +20.7% | +1.9% | +17.8% |
| 1Y | +36.4% | +50.3% | -13.9% | +25.8% |
| 3Y | +50.4% | -18.0% | +68.3% | +52.2% |
| 5Y | +67.6% | -33.9% | +101.6% | +73.1% |
| 10Y | +84.1% | -30.9% | +115.0% | +81.2% |
| All | +84.1% | -31.7% | +115.8% | +81.2% |
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