+240.7%
BURL vs BIIB
-14.6%
+255.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.8% |
| 7D | +4.1% | -2.1% | +6.2% | +4.3% |
| 30D | -9.5% | +11.8% | -21.3% | -10.6% |
| 3M | -33.5% | +20.4% | -53.9% | -34.9% |
| 6M | -22.1% | +30.2% | -52.3% | -24.5% |
| YTD | -14.6% | +41.1% | -55.7% | -18.1% |
| 1Y | -8.4% | +58.4% | -66.8% | -13.3% |
| 3Y | +86.6% | -0.1% | +86.7% | +83.4% |
| 5Y | -17.2% | -10.9% | -6.3% | -18.6% |
| All | +240.7% | -14.6% | +255.2% | +227.8% |
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