-7.8%
BRO vs BIIB
-16.5%
+8.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -7.3% | -1.7% | -5.7% | -7.1% |
| 30D | -6.9% | +4.0% | -10.8% | -7.3% |
| 3M | +10.7% | +8.6% | +2.1% | +9.6% |
| 6M | -2.7% | +14.0% | -16.7% | -4.3% |
| YTD | -16.3% | +23.4% | -39.7% | -18.4% |
| 1Y | -29.1% | +45.9% | -75.0% | -32.3% |
| 3Y | -7.8% | -16.1% | +8.3% | -7.0% |
| All | -7.8% | -16.5% | +8.7% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling