+22.1%
EWZ vs BIIB
+9.9%
+12.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.7% | +1.7% |
| 7D | +1.4% | +2.4% | -1.0% | +1.1% |
| 30D | -25.1% | +12.9% | -38.0% | -26.2% |
| 3M | -7.7% | +22.6% | -30.3% | -9.9% |
| 6M | -15.8% | +31.7% | -47.6% | -18.8% |
| YTD | +3.6% | +44.8% | -41.2% | -2.0% |
| 1Y | +5.5% | +63.9% | -58.4% | -2.3% |
| 3Y | +22.1% | +13.5% | +8.7% | +20.3% |
| All | +22.1% | +9.9% | +12.2% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling