-2.1%
BROS vs BIIB
-15.2%
+13.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.3% | +6.1% |
| 7D | +6.3% | +2.0% | +4.3% | +5.7% |
| 30D | -8.3% | +8.8% | -17.2% | -10.6% |
| 3M | -29.8% | +20.3% | -50.1% | -33.8% |
| 6M | -25.8% | +23.9% | -49.7% | -31.1% |
| YTD | -41.4% | +44.0% | -85.3% | -48.7% |
| 1Y | -35.2% | +53.8% | -89.0% | -44.6% |
| 3Y | +32.8% | +13.8% | +18.9% | +24.3% |
| 5Y | -42.2% | -6.3% | -35.9% | -41.2% |
| All | -2.1% | -15.2% | +13.1% | +18.5% |
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