-35.1%
AUR vs BIIB
-28.1%
-7.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | +1.4% | -1.7% | +3.1% | +2.1% |
| 30D | -6.4% | +4.0% | -10.4% | -8.3% |
| 3M | +7.7% | +8.6% | -0.9% | +1.9% |
| 6M | +44.5% | +14.0% | +30.5% | +32.3% |
| YTD | +67.4% | +23.4% | +44.1% | +46.8% |
| 1Y | +15.4% | +45.9% | -30.5% | -8.1% |
| 3Y | +94.8% | -16.1% | +111.0% | +98.8% |
| All | -35.1% | -28.1% | -7.1% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling