-35.7%
AUR vs BIIB
-21.0%
-14.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +1.4% | -1.7% | +3.1% | +1.9% |
| 30D | -6.4% | +4.0% | -10.4% | -7.8% |
| 3M | +7.7% | +8.6% | -0.9% | +3.3% |
| 6M | +44.5% | +14.0% | +30.5% | +35.3% |
| YTD | +67.4% | +23.4% | +44.1% | +51.8% |
| 1Y | +15.4% | +45.9% | -30.5% | -2.5% |
| 3Y | +94.8% | -16.1% | +111.0% | +95.3% |
| 5Y | -35.1% | -27.6% | -7.5% | -37.2% |
| All | -35.7% | -21.0% | -14.7% | -38.2% |
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