-17.9%
BIIB vs URA
+119.4%
-137.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.1% | -6.9% | -3.8% |
| 7D | -1.6% | +8.1% | -9.7% | -1.8% |
| 30D | +2.2% | +5.8% | -3.6% | +2.1% |
| 3M | +10.3% | +3.4% | +6.9% | +10.3% |
| 6M | +14.9% | -2.6% | +17.6% | +14.9% |
| YTD | +20.7% | +11.2% | +9.6% | +19.6% |
| 1Y | +50.3% | +19.8% | +30.5% | +47.4% |
| All | -17.9% | +119.4% | -137.3% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling