+70.4%
BIIB vs URA
-32.2%
+102.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.2% |
| 7D | +4.3% | -10.5% | +14.8% | +3.8% |
| 30D | +13.8% | -18.6% | +32.4% | +13.0% |
| 3M | +22.1% | -23.0% | +45.1% | +21.1% |
| 6M | +35.9% | -40.3% | +76.2% | +34.4% |
| YTD | +44.6% | -23.5% | +68.1% | +43.6% |
| 1Y | +70.4% | -31.1% | +101.5% | +68.2% |
| All | +70.4% | -32.2% | +102.6% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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