-8.0%
BIIB vs URA
+25.3%
-33.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | +1.4% |
| 7D | -2.1% | -4.1% | +2.0% | -1.7% |
| 30D | +11.8% | -19.0% | +30.8% | +14.1% |
| 3M | +20.4% | -25.1% | +45.5% | +23.8% |
| 6M | +30.2% | -44.5% | +74.7% | +38.2% |
| YTD | +41.1% | -24.3% | +65.4% | +42.0% |
| 1Y | +58.4% | -28.1% | +86.6% | +60.2% |
| 3Y | -0.1% | +40.7% | -40.8% | -15.1% |
| All | -8.0% | +25.3% | -33.4% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling