-34.8%
BROS vs BIIB
+55.8%
-90.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.0% |
| 7D | -6.7% | +1.1% | -7.7% | -6.9% |
| 30D | -29.1% | +6.9% | -35.9% | -29.9% |
| 3M | -16.7% | +12.4% | -29.1% | -18.2% |
| 6M | -11.6% | +16.3% | -27.9% | -13.9% |
| YTD | -23.9% | +25.5% | -49.4% | -27.0% |
| 1Y | -34.8% | +57.8% | -92.6% | -39.2% |
| All | -34.8% | +55.8% | -90.5% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling