+18.4%
BROS vs BIIB
-27.9%
+46.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -4.1% |
| 7D | -6.1% | -4.0% | -2.0% | -4.8% |
| 30D | -12.4% | +5.7% | -18.0% | -13.9% |
| 3M | -27.9% | +10.9% | -38.8% | -30.5% |
| 6M | -16.8% | +14.3% | -31.1% | -21.2% |
| YTD | -29.0% | +22.4% | -51.5% | -34.6% |
| 1Y | -33.2% | +51.1% | -84.3% | -43.2% |
| 3Y | +56.8% | -16.8% | +73.6% | +65.1% |
| All | +18.4% | -27.9% | +46.4% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling