-9.0%
AUR vs BIIB
+68.6%
-77.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.7% | -4.6% |
| 7D | -19.8% | +4.3% | -24.1% | -20.2% |
| 30D | -29.0% | +13.8% | -42.9% | -30.0% |
| 3M | -43.6% | +22.1% | -65.6% | -44.8% |
| 6M | -36.6% | +35.9% | -72.6% | -40.0% |
| YTD | +6.3% | +44.6% | -38.3% | -2.9% |
| 1Y | -9.0% | +70.4% | -79.4% | -18.4% |
| All | -9.0% | +68.6% | -77.7% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling