-5.3%
BURL vs BIIB
+68.6%
-74.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.2% | +5.5% | +7.4% |
| 7D | +10.4% | +4.3% | +6.1% | +9.9% |
| 30D | -4.9% | +13.8% | -18.7% | -6.2% |
| 3M | -29.8% | +22.1% | -51.8% | -31.1% |
| 6M | -16.5% | +35.9% | -52.4% | -19.1% |
| YTD | -10.5% | +44.6% | -55.1% | -14.7% |
| 1Y | -5.3% | +70.4% | -75.7% | -9.3% |
| All | -5.3% | +68.6% | -74.0% | -9.3% |
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