+255.1%
BURL vs BIIB
-18.3%
+273.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.9% |
| 7D | +7.7% | +2.4% | +5.3% | +7.4% |
| 30D | -7.1% | +12.9% | -20.1% | -8.4% |
| 3M | -30.3% | +22.6% | -52.9% | -31.9% |
| 6M | -15.5% | +31.7% | -47.3% | -18.3% |
| YTD | -11.0% | +44.8% | -55.8% | -15.0% |
| 1Y | -8.4% | +63.9% | -72.3% | -13.8% |
| 3Y | +96.7% | +13.5% | +83.2% | +91.0% |
| 5Y | -14.1% | -5.6% | -8.4% | -15.9% |
| 10Y | +255.1% | -20.3% | +275.4% | +236.2% |
| All | +255.1% | -18.3% | +273.4% | +236.2% |
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 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