+221.9%
BURL vs BIIB
-20.7%
+242.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.7% | -3.7% |
| 7D | -1.6% | +2.0% | -3.6% | -1.8% |
| 30D | -7.7% | +8.8% | -16.6% | -8.6% |
| 3M | -31.7% | +20.3% | -51.9% | -33.0% |
| 6M | -15.2% | +23.9% | -39.1% | -17.3% |
| YTD | -15.9% | +44.0% | -59.9% | -19.6% |
| 1Y | -14.2% | +53.8% | -68.0% | -18.6% |
| 3Y | +93.5% | +13.8% | +79.7% | +87.9% |
| 5Y | -9.9% | -6.3% | -3.6% | -11.8% |
| All | +221.9% | -20.7% | +242.7% | +201.9% |
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 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