+47.4%
EWZ vs BIIB
-20.4%
+67.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.4% |
| 7D | -1.5% | -2.1% | +0.6% | -1.2% |
| 30D | -24.5% | +11.8% | -36.3% | -25.9% |
| 3M | -10.7% | +20.4% | -31.1% | -13.4% |
| 6M | -19.1% | +30.2% | -49.3% | -22.9% |
| YTD | +1.6% | +41.1% | -39.5% | -4.9% |
| 1Y | +4.3% | +58.4% | -54.2% | -4.4% |
| 3Y | +19.0% | -0.1% | +19.1% | +16.5% |
| 5Y | +57.7% | -10.9% | +68.6% | +54.6% |
| All | +47.4% | -20.4% | +67.8% | +29.9% |
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