+19.7%
BROS vs BIIB
-27.4%
+47.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -5.8% | -1.7% | -4.1% | -5.3% |
| 30D | -14.0% | +4.0% | -17.9% | -15.1% |
| 3M | -32.5% | +8.6% | -41.1% | -34.5% |
| 6M | -14.9% | +14.0% | -28.9% | -19.3% |
| YTD | -28.3% | +23.4% | -51.7% | -34.1% |
| 1Y | -34.0% | +45.9% | -79.9% | -43.1% |
| 3Y | +63.0% | -16.1% | +79.1% | +71.1% |
| All | +19.7% | -27.4% | +47.1% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling