+20,790.6%
BRO vs BIIB
+7,138.3%
+13,652.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -7.3% | -1.7% | -5.7% | -7.2% |
| 30D | -6.9% | +4.0% | -10.8% | -7.1% |
| 3M | +10.7% | +8.6% | +2.1% | +10.0% |
| 6M | -2.7% | +14.0% | -16.7% | -3.7% |
| YTD | -16.3% | +23.4% | -39.7% | -17.7% |
| 1Y | -29.1% | +45.9% | -75.0% | -31.2% |
| 3Y | -7.8% | -16.1% | +8.3% | -7.5% |
| 5Y | +18.7% | -27.6% | +46.3% | +19.5% |
| 10Y | +291.9% | -26.7% | +318.6% | +283.6% |
| All | +20,790.6% | +7,138.3% | +13,652.3% | +16,444.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling