+89.6%
BURL vs BIIB
-2.2%
+91.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -2.2% |
| 7D | +3.5% | -2.3% | +5.8% | +3.9% |
| 30D | -9.3% | +9.4% | -18.7% | -10.7% |
| 3M | -32.1% | +18.1% | -50.2% | -34.1% |
| 6M | -19.8% | +29.0% | -48.8% | -23.9% |
| YTD | -13.2% | +38.6% | -51.8% | -19.2% |
| 1Y | -7.8% | +59.0% | -66.8% | -17.1% |
| All | +89.6% | -2.2% | +91.8% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling